Voir la notice de l'article provenant de la source Numdam
Consider testing H0 : F ∈ ω0 against H1 : F ∈ ω1 for a random sample X1, ..., Xn from F, where ω0 and ω1 are two disjoint sets of cdfs on ℝ = (-∞, ∞). Two non-local types of efficiencies, referred to as the fixed-α and fixed-β efficiencies, are introduced for this two-hypothesis testing situation. Theoretical tools are developed to evaluate these efficiencies for some of the most usual goodness of fit tests (including the Kolmogorov-Smirnov tests). Numerical comparisons are provided using several examples.
@article{PS_2013__17__224_0,
author = {Withers, Christopher S. and Nadarajah, Saralees},
title = {Fixed-$\alpha $ and fixed-$\beta $ efficiencies},
journal = {ESAIM: Probability and Statistics},
pages = {224--235},
publisher = {EDP-Sciences},
volume = {17},
year = {2013},
doi = {10.1051/ps/2011143},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1051/ps/2011143/}
}
TY - JOUR AU - Withers, Christopher S. AU - Nadarajah, Saralees TI - Fixed-$\alpha $ and fixed-$\beta $ efficiencies JO - ESAIM: Probability and Statistics PY - 2013 SP - 224 EP - 235 VL - 17 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/articles/10.1051/ps/2011143/ DO - 10.1051/ps/2011143 LA - en ID - PS_2013__17__224_0 ER -
%0 Journal Article %A Withers, Christopher S. %A Nadarajah, Saralees %T Fixed-$\alpha $ and fixed-$\beta $ efficiencies %J ESAIM: Probability and Statistics %D 2013 %P 224-235 %V 17 %I EDP-Sciences %U http://geodesic.mathdoc.fr/articles/10.1051/ps/2011143/ %R 10.1051/ps/2011143 %G en %F PS_2013__17__224_0
Withers, Christopher S.; Nadarajah, Saralees. Fixed-$\alpha $ and fixed-$\beta $ efficiencies. ESAIM: Probability and Statistics, Tome 17 (2013), pp. 224-235. doi: 10.1051/ps/2011143
Cité par Sources :