On the optimality of rao's statistic |
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| Authors: | Tapas K Chandra Rahul Mukerjee |
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| Institution: | Division of Theoretical Statistics and Mathematics , Indian Statistical institute , Calcutta, 700035, India |
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| Abstract: | This paper establishes the asymptotic optimality of Rao's test within a very wide class of tests that Includes the likeli hood ratio test and Wald's test. An expression for the defici¬ency of the tests in this class relative to Rao's test has also been obtained |
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| Keywords: | contiguous alternative deficiency power Rao's statistic |
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