Bayesian efficiency

Christopher S. Withers and Saralees Nadarajah

Statistics & Probability Letters, 2013, vol. 83, issue 4, 1203-1212

Abstract: Consider testing the null hypothesis that a cumulative distribution function (cdf) belongs to a given set of cdfs versus the alternative that it belongs to another disjoint set of cdfs. A non-local efficiency is introduced for this testing situation. Its performance is assessed by developing theoretical tools and numerical examples.

Keywords: Bahadur efficiency; Bayesian efficiency; Goodness-of-fit tests (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2013.01.019

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