Computation of Power Loss in Likelihood Ratio Tests for Probability Densities Extended by Lehmann Alternatives

Autor:	Soares, Lucas Gallindo Martins
Rok vydání:	2007
Předmět:	Mathematics - Statistics Theory Mathematics - Probability Statistics - Methodology 62B10 62F03 62E10
Druh dokumentu:	Working Paper
Popis:	We compute the loss of power in likelihood ratio tests when we test the original parameter of a probability density extended by the first Lehmann alternative. Comment: 6 pages, one figure; Corrected minor typographic errors (pay special attention to one in equation 4)
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/0704.0739 Zobrazit plný text záznamu View this record from Arxiv