Abstract
This paper explores the asymptotic behaviour of the error probabilities of second kind of uniformly most powerful (UMP) unbiased tests in the two sample case. It is shown that, if the sample sizes increase to infinity, the error probabilities of second kind of the UMP unbiased tests at a fixed level for the comparison of two one-parameter exponential families tend to zero exponentially fast. The result is applied to Fisher's exact test for the comparison of two binomial distributions. Moreover, properties of the associated measure of efficiency are given.
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References
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© 1978 ACADEMIA, Publishing House of the Czechoslovak Academy of Sciences, Prague
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Baringhaus, L., Plachky, D. (1978). A Comparison of Two Exponential Families. In: Transactions of the Eighth Prague Conference. Czechoslovak Academy of Sciences, vol 8A. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-9857-5_10
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DOI: https://doi.org/10.1007/978-94-009-9857-5_10
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-009-9859-9
Online ISBN: 978-94-009-9857-5
eBook Packages: Springer Book Archive