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Bayesian efficiency

Author

Listed:
  • Withers, Christopher S.
  • Nadarajah, Saralees

Abstract

Consider testing the null hypothesis that a cumulative distribution function (cdf) belongs to a given set of cdfs versus the alternative that it belongs to another disjoint set of cdfs. A non-local efficiency is introduced for this testing situation. Its performance is assessed by developing theoretical tools and numerical examples.

Suggested Citation

  • Withers, Christopher S. & Nadarajah, Saralees, 2013. "Bayesian efficiency," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1203-1212.
  • Handle: RePEc:eee:stapro:v:83:y:2013:i:4:p:1203-1212
    DOI: 10.1016/j.spl.2013.01.019
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    References listed on IDEAS

    as
    1. Kallenberg, Wilbert C. M. & Koning, Alex J., 1995. "On Wieand's theorem," Statistics & Probability Letters, Elsevier, vol. 25(2), pages 121-132, November.
    2. Dasgupta, Ratan, 2010. "Bootstrap of deviation probabilities with applications," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2137-2148, October.
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