In (Burgio and Nikitin, 2001) the linear combination G= aS + bW of the Sign test S and the Wilcoxon test W was studied. The Pitman efficiency of G with respect to Student's t, in the case of location parameters, and its maximum with respect to a and b were calculated and it was obtained that S and W are locally most powerful and Pitman optimal signed rank tests for the Laplace and the logistic densities. In this paper, we obtain the most efficient G combined test when the parent distribution belongs to a certain p-normal family of densities.

The most efficient linear combination of the Sign and the Maesono tests for p-normal distributions / Burgio, Giuseppe; Patri', Stefano. - In: STATISTICA. - ISSN 0390-590X. - STAMPA. - 4:LXXI(2011), pp. 411-420.

The most efficient linear combination of the Sign and the Maesono tests for p-normal distributions

BURGIO, Giuseppe;PATRI', Stefano
2011

Abstract

In (Burgio and Nikitin, 2001) the linear combination G= aS + bW of the Sign test S and the Wilcoxon test W was studied. The Pitman efficiency of G with respect to Student's t, in the case of location parameters, and its maximum with respect to a and b were calculated and it was obtained that S and W are locally most powerful and Pitman optimal signed rank tests for the Laplace and the logistic densities. In this paper, we obtain the most efficient G combined test when the parent distribution belongs to a certain p-normal family of densities.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11573/221951
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