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Bahadur intercept with applications to one-sided testing
Statistical Papers ( IF 1.2 ) Pub Date : 2017-10-09 , DOI: 10.1007/s00362-017-0955-z
Zeng-Hua Lu

In this paper we propose Bahadur intercept for measuring the Bahadur deficiency of two test procedures that have the same Bahadur slope. We illustrate our results in an example of testing a one-sided hypothesis in which the comparison of Bahadur intercepts of one-sided and two-sided tests reveals an important explanation for the test deficiency. We also show that the Bahadur deficiency coincides with the Pitman deficiency under additional conditions.

中文翻译:

Bahadur 拦截应用程序进行单方面测试

在本文中,我们提出了 Bahadur 截距,用于测量具有相同 Bahadur 斜率的两个测试程序的 Bahadur 缺陷。我们在一个测试单边假设的示例中说明了我们的结果,其中单边和两侧测试的 Bahadur 截距的比较揭示了测试缺陷的重要解释。我们还表明,在其他条件下,巴哈杜尔缺陷与皮特曼缺陷重合。
更新日期:2017-10-09
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