Comparing tests judged asymptotically equally efficient
作者:
Edward P. Markowski,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1987)
卷期:
Volume 16,
issue 3
页码: 629-643
ISSN:0361-0918
年代: 1987
DOI:10.1080/03610918708812609
出版商: Marcel Dekker, Inc.
关键词: Pitman ARE;ratio of efficacies
数据来源: Taylor
摘要:
For comparing two competing testing procedures whose power functions cannot be calculated exactly, the Pitman asymptotic relative efficiency is commonly used. This measure offers the advantages of simplicity in computation and interpretation, but is asymptotic in nature. In particular, it cannot distinguish between certain pairs of tests, namely, those with an asymptotic relative efficiency of 1. In this paper, we offer an alternative basis for making finite sample comparisons between tests judged asymptotically equally efficient. The criteria for comparison is based on the ratio of efficacies. Using this new criterion, we consider a series of examples in which two tests with an ARE of 1 are compared for finite n. In each case, either exact or simulated power curves are used to evaluate the effectiveness of this criterion in properly discriminating between the competing test procedures. Lastly, conditions are specified where the proposed criterion should be most effective.
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