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Bahadur efficiency of the F-test |
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| Authors: | Lawrence Barker J Sethuraman |
| Institution: | Department of Mathematics, University of Tennessee, Knoxville, IN 37916, USA;Department of Statistics, Florida State University, Tallahassee, FL 32313, USA |
| Abstract: | Extremal problems in large deviations of the F-statistic are considered. It is shown that the slowest rate of convergence over a specified class of distributions of the F-statistic is slower than exponential, and that the Bahadur efficiency of the F-statistic with respect to some distribution-free competitors is identically zero. |
| Keywords: | 60F10 62G10 Ansari-Bradley Statistic Bahadur Efficiency Large deviations Moses Ranklike Statistic |
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