On the optimality of rao's statistic
- 1 January 1984
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 13 (12) , 1507-1515
- https://doi.org/10.1080/03610928408828773
Abstract
This paper establishes the asymptotic optimality of Rao's test within a very wide class of tests that Includes the likeli hood ratio test and Wald's test. An expression for the defici¬ency of the tests in this class relative to Rao's test has also been obtainedKeywords
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