Empirical interpretation of the Pitman efficiency
Tadeusz Inglot
TL;DR
This paper empirically interprets Pitman efficiency in the context of testing uniformity within beta distributions, demonstrating its effectiveness under contamination models.
Contribution
It provides an empirical perspective on Pitman efficiency, especially its approximation of relative efficiency in contamination scenarios.
Findings
Pitman efficiency closely approximates relative efficiency under contamination models.
Empirical interpretation enhances understanding of Pitman efficiency in beta distribution testing.
Results support using Pitman efficiency as a practical measure in contaminated data contexts.
Abstract
We study an empirical interpretation of the Pitman efficiency in testing for uniformity in the two-parametric family of the beta distributions. We show that for contamination models the Pitman efficiency approximates relative efficiency very well.
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