Rate of consistency of one sample tests of location |
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Authors: | Jana Jurečková |
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Institution: | Department of Probability and Statistics, Charles University, Sokolovská 83, 186 00 Prague 8, Czechoslovakia |
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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. |
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Keywords: | 62F04 62G10 Power-Function Consistent Test Tails of Distribution Sign Test Wilcoxon One Sample Test |
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