Computation of Power Loss in Likelihood Ratio Tests for Probability Densities Extended by Lehmann Alternatives
Abstract
Description
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.
6 pages, one figure; Corrected minor typographic errors (pay special attention to one in equation 4)
6 pages, one figure; Corrected minor typographic errors (pay special attention to one in equation 4)