Remarks on Bahadur Optimality of Conditional Tests
The Annals of Statistics · 1980 · Volume 8 · Issue 6
Abstract
It is customary to use a conditional test-statistic when testing for one parameter in a two-parameter exponential family model, the other parameter being considered as a nuisance parameter. In this note we discuss the Bahadur efficiency of such a conditional test and illustrate the results with examples from a branching process, a pure birth process, and a stable process.
Keywords
62F05, 62F20, 62M99, Bahadur efficiency, conditional tests, exponential family, Galton-Watson process, pure birth process, Stable process
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