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The efficiency of a test based on the asymptotic distribution of the mle for a linear functional relationship |
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| Authors: | J C Van Houwelingen R M Schipper |
| Institution: | University of Utrecht , Netherlands |
| Abstract: | A rigorous derivation is given of the asymptotic normality of the MLE of a linear functional relationship. Using these results, it is shown that the test proposed by VILLEGAS (1964) has Pitman efficiency zero w.r.t, a test based on the asymptotic distribution of the MLE. |
| Keywords: | Linear functional relation maximum likelihood estimator asymptotic distribution Pitman efficiency |