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位置参数的高效自适应无分布检验AI 解读

An adaptive distribution-free test procedure for location based on a one-parameter family of score functions is proposed. The family of score functions is derived from the symmetric lambda distributions introduced by Tukey. The resulting test attains Pittman efficiency one for a large set of underlying lambda distributions. In addition, the test has Pitman efficiency 3/π at the normal alternative. The procedure can easily be extended to the multisample problem.

一种高效的自适应分布自由位置检验AI 解读

An adaptive distribution-free test procedure for location based on a one-parameter family of score functions is proposed. The family of score functions is derived from the symmetric lambda distributions introduced by Tukey. The resulting test attains Pittman efficiency one for a large set of underlying lambda distributions. In addition, the test has Pitman efficiency 3/π at the normal alternative. The procedure can easily be extended to the multisample problem.