On the Computation of Hodges-Lehmann Efficiency of Test Statistics

Raghavacahari M

IIMA Working Papers from Indian Institute of Management Ahmedabad, Research and Publication Department

Abstract: An approach to the computation of Bahadur Efficiency was proposed by Bahadur and Raghavachari in their paper in Proceedings of Sixth Berkeley Symposium. The objective of the paper is to exhibit this approach to the Computation of Hodges – Lehmann efficiency for a few examples. Many of the examples are new and these indicate the power of the method which does not entail the Computation of the tail probabilities for the distribution of the test statistic under a specific alternative. Examples include tests relating to normal, poisson, correlation, coefficient, multiple correlation, coefficient and rank tests for one sided distributions.

Date: 1982-04-01
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:iim:iimawp:wp00500

Access Statistics for this paper

More papers in IIMA Working Papers from Indian Institute of Management Ahmedabad, Research and Publication Department Contact information at EDIRC.
Bibliographic data for series maintained by ().