Fixed-α and fixed-β efficiencies
Christopher S. Withers, Saralees Nadarajah (2013)
ESAIM: Probability and Statistics
Similarity:
Consider testing : ∈ against : ∈ for a random sample , ..., from , where and are two disjoint sets of cdfs on ℝ = (−∞, ∞). Two non-local types of efficiencies, referred to as the fixed- and fixed- efficiencies, are introduced for this two-hypothesis testing situation. Theoretical tools are developed to evaluate these efficiencies for some of the most...