BAHADUR EFFICIENCY OF LIKELIHOOD RATIO AND RELATED TESTS IN NONREGULAR MODELS

Consider the model of k populations whose densities are nonreg-ular in the sense that they involve one or two unknown truncation parameters. In this paper a unified treatment of the problem of Bahadur efficiency of the likelihood ratio test for such a model is presented. The Bahadur efficiency of a certain test based on the union-intersection principle is also studied. Some of these results are then extended to a larger class of nonregular densities.