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A test for detecting Laplace order dominance and related Bahadur efficiency issues

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Abstract

A test procedure based on a weighted integral approach is developed to detect Laplace order dominance. The asymptotic distributions of our scale-invariant test statistics are derived and consistency of the test established. General expressions of local approximate Bahadur efficiencies for the test statistics are obtained and evaluated for typical alternatives. The performance of the test is assessed by means of a simulation study and through application to some real life data sets.

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Acknowledgements

The authors are grateful to two anonymous reviewers for their insightful comments which have substantially improved the presentation of the paper.

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Authors and Affiliations

  1. Department of Mathematics, Indian Institute of Engineering Science and Technology, Shibpur, West Bengal, 711103, India

    Priyanka Majumder & Murari Mitra

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  1. Priyanka Majumder
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  2. Murari Mitra
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Correspondence to Priyanka Majumder.

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Majumder, P., Mitra, M. A test for detecting Laplace order dominance and related Bahadur efficiency issues. Stat Papers 60, 1921–1937 (2019). https://doi.org/10.1007/s00362-017-0901-0

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