Efficiency of nonparametric e-tests
Abstract
The notion of an e-value has been recently proposed as a possible alternative to critical regions and p-values in statistical hypothesis testing. In this note we introduce a simple analogue for e-values of Pitman's asymptotic relative efficiency and apply it to three popular nonparametric tests.
- Publication:
-
arXiv e-prints
- Pub Date:
- August 2022
- DOI:
- 10.48550/arXiv.2208.08925
- arXiv:
- arXiv:2208.08925
- Bibcode:
- 2022arXiv220808925V
- Keywords:
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- Mathematics - Statistics Theory;
- Statistics - Methodology;
- 62G10 (Primary) 62A01 (Secondary)
- E-Print:
- 10 pages