检验的渐近展开和功效损失

详细信息

Edgeworth Expansions and Power Loss of Tests

1. Department of Computational Mathematics and Cybernetics of Moscow State University, Moscow, 119899;
2. Department of Applied Mathematics of Northwestern Polytechnical University, Xi 'an, 710072

Funds:

Work supported by Chinese NSF grant 79970022

Aviation fund grant 98J53125.

摘要: 本文研究统计假设检验问题中的渐近展开和功效损失，给出一阶渐近展开，二阶效率和功效损失，并且研究了建立在L-, R-, U-统计量及组合L-统计量上的检验问题。
- 渐近展开 /
- 功效损失 /
- L-检验 /
- R-检验 /
- U-检验 /
- 组合L-检验
Abstract: This paper deals with the Edgeworth expansions and power loss of tests for the one-sample problem. The first-order asymptotic theory second order efficiency and power loss are given. The tests based on L-, R-, U-statistics and combined L-statistics are studied.
- Edgeworth expansions /
- Power loss of tests /
- L-test /
- R-test /
- U-test /
- combined L-test