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Zapiski Nauchnykh Seminarov LOMI, 1980, Volume 98, Pages 140–148
(Mi znsl3290)
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Bahadur efficiency of $\omega^2$-type criteria in the several sample case
Ya. Yu. Nikitin
Abstract:
We consider the problem of testing of the hypothesie that $r$ independent samples of sizes $n_1,n_2,\dots,n_r$, are drawn from the some population with continuous distribution function $F$. We obtain the local exact slope in the Bahadur sense of the statistic
$$
\omega^k_{n_1,n_2,\dots,n_r;q}=\sum_{j=1}^r\rho_j^{k/3}
\int_{-\infty}^\infty[F_{n_j}^{(j)}(t)-F(t)]^kq(F(t))\,dF(t),
$$
where $F_{n_j}^{(j)}(t)$ are ampirical distribution functions, $q$ is a weight function, $k$ a natural number.
Citation:
Ya. Yu. Nikitin, “Bahadur efficiency of $\omega^2$-type criteria in the several sample case”, Studies in mathematical statistics. Part IV, Zap. Nauchn. Sem. LOMI, 98, "Nauka", Leningrad. Otdel., Leningrad, 1980, 140–148; J. Soviet Math., 21:1 (1983), 93–99
Linking options:
https://www.mathnet.ru/eng/znsl3290 https://www.mathnet.ru/eng/znsl/v98/p140
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Abstract page: | 128 | Full-text PDF : | 59 |
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