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Optimal Asymptotic Tests

  • Ishwar V. Basawa
  • David John Scott
Part of the Lecture Notes in Statistics book series (LNS, volume 17)

Abstract

In this chapter we discuss optimal asymptotic tests for simple and composite hypotheses involving a scalar or vector parameter. The basic model is as given in §2 of Chapter 1 and we assume the LAMN condition is satisfied. This general model is used in §§3 and 4. In later sections more restrictive conditions are required. It turns out that the usual statistics such as the Rao’s score statistic, the Neyman statistic, and the likelihood-ratio (LR) statistic exhibit non-standard asymptotic behaviour in the non-ergodic case, as regards efficiency and limit distributions.

Keywords

Limit Distribution Score Statistic Nuisance Parameter Likelihood Ratio Statistic Asymptotic Power 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1983

Authors and Affiliations

  • Ishwar V. Basawa
    • 1
  • David John Scott
    • 1
  1. 1.Department of Mathematical StatisticsLa Trobe UniversityBundooraAustralia

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