Bahadur Efficiencies of the Student's t Tests.
FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
Pagination or Media Count:
In the one-sample problem of testing for the location of a symmetric distribution, previous computations of the Bahadur efficiency of the t-test were based on the slope of the t-test under the restricted null hypothesis of normality. The author rectifies this shortcoming by finding the slope of the t-test under the full nonparametric null hypothesis. This is done by solving an extremal problem in large deviations for the t-statistic. It is also shown that the maximum slope in this one-sample problem is attained by a linear signed-rank test.
- Statistics and Probability