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Rate of consistency of one sample tests of location
Authors:Jana Jurečková
Institution:Department of Probability and Statistics, Charles University, Sokolovská 83, 186 00 Prague 8, Czechoslovakia
Abstract:Let X1,…,Xn be a sample from a population with continuous distribution function F(x?θ) such that F(x)+F(-x)=1 and 0<F(x)<1, x?R1. It is shown that the power- function of a monotone test of H: θ=θ0 against K: θ>θ0 cannot tend to 1 as θ?θ0 → ∞ more than n times faster than the tails of F tend to 0. Some standard as well as robust tests are considered with respect to this rate of convergence.
Keywords:62F04  62G10  Power-Function  Consistent Test  Tails of Distribution  Sign Test  Wilcoxon One Sample Test
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