Asymptotic Pitman's Relative Efficiency

Christopher S. Withers, Saralees Nadarajah

Abstract


Pitman efficiency is the oldest known efficiency.  Most of the known results for computing the Pitman efficiency take the form of bounds.  Based on some recent developments due to the authors and some calculus of variations, we develop tools for computing the Pitman efficiency exactly. Their use is illustrated numerically.

 


Keywords


Goodness-of-fit tests; Pitman efficiency

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References


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DOI: 10.6092/issn.1973-2201/6762