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

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

2007-04-05

arxiv.org/abs/0704.0739v2

Mathematics

Statistics Theory

6 pages, one figure; Corrected minor typographic errors (pay special attention to one in equation 4)

Scientific paper

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.

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