Sankhya: The Indian Journal of Statistics

1993, Volume 55, Series A, Pt. 1, 159-163

ON THE BAHADUR EFFICIENCY OF A $T$-TEST

By

ANDREW L. RUKHIN, University of Maryland at Baltimore County

 

SUMMARY. Bahadur exact slope of the student's t-test is determined for a sample from a location-scale (non normal) family. As a corollary it follows that the t-test is never Bahadur efficient.

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AMS (1990) subject classification. 62F05, 62E20, 60E10

Key words and phrases. Bahadur exact slope, large deviations, location-scale parameter family, student's $t$-test

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