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http://hdl.handle.net/11718/3540| Title: | Relations between pitman efficiency and fisher information |
| Authors: | Raghavachari, M. DeGroot, M. H. |
| Issue Date: | 31-May-2010 |
| Citation: | Sankhya, Series A, XXXII, 3, (Sept. 1970), 319-324 |
| Abstract: | Some fundamental relations between the efficacy of a test statistic for any finite sample and information in that statistic are derived. These results are used to point out the relations between Pitman efficiency and Fisher information. The equivalence of Pitaman efficiency and Fisher's definition of asymptotic relative efficiency for estimates is shown for a class of statistics. |
| URI: | http://hdl.handle.net/11718/3540 |
| Appears in Collections: | Journal Articles |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Relationsbetweenpitmaefficiencyandfisherinformation.pdf Restricted Access | 785.32 kB | Adobe PDF | View/Open Request a copy |
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