On a locally Bahadur optimal test for no contamination in mixtures from the one-parameter exponential family

A test for 'no contamination' in a two-component mixture distribution from the one-parameter exponential family is proposed. The test is shown to be asymptotically locally optimal in the sense of exact Bahadur slope. Some examples are also considered.

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Year of publication:	2001
Authors:	Pal, Chandranath
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 53.2001, 4, p. 429-434
Publisher:	Elsevier
Keywords:	Exact slope Exponential family Local Bahadur optimality Mixture distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319452