Bahadur intercept with applications to one-sided testing

Zeng-Hua Lu ()
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Zeng-Hua Lu: University of South Australia Business School

Statistical Papers, 2020, vol. 61, issue 2, No 6, 645-658

Abstract: Abstract In this paper we propose Bahadur intercept for measuring the Bahadur deficiency of two test procedures that have the same Bahadur slope. We illustrate our results in an example of testing a one-sided hypothesis in which the comparison of Bahadur intercepts of one-sided and two-sided tests reveals an important explanation for the test deficiency. We also show that the Bahadur deficiency coincides with the Pitman deficiency under additional conditions.

Keywords: Bahadur deficiency; Bahadur slope; One-sided test; Pitman deficiency (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s00362-017-0955-z

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