We derive the exact Bahadur slopes of studentized score tests for a simple null hypothesis in a one-parameter family of distributions. The Student's t-test is included as a special case for which a recent result of Rukhin (1993, Sankhy Ser. A, 55, 159–163) was improved upon. It is shown that locally optimal Bahadur efficiency for one-sample location models with a known or estimated scale parameter is attained within the class of studentized score tests. The studentized test has an asymptotic null distribution free of the scale parameter, and the optimality of likelihood scores does not depend on the existence of a moment generating function. We also consider the influence function and breakdown point of such tests as part of our robustness investigation. The influence of any studentized score test is bounded from above, indicating certain degree of robustness of validity, but a bounded score function is needed to cap the influence from below and to ensure a high power breakdown point. We find that the standard Huber-type score tests are not only locally minimax in Bahadur efficiency, but also very competitive in global efficiency at a variety of location models. 相似文献
A (right -) module is said to be a Whitehead test module for projectivity (shortly: a p-test module) provided for each module , implies is projective. Dually, i-test modules are defined. For example, is a p-test abelian group iff each Whitehead group is free. Our first main result says that if is a right hereditary non-right perfect ring, then the existence of p-test modules is independent of ZFC + GCH. On the other hand, for any ring , there is a proper class of i-test modules. Dually, there is a proper class of p-test modules over any right perfect ring.
A non-semisimple ring is said to be fully saturated (-saturated) provided that all non-projective (-generated non-projective) modules are i-test. We show that classification of saturated rings can be reduced to the indecomposable ones. Indecomposable 1-saturated rings fall into two classes: type I, where all simple modules are isomorphic, and type II, the others. Our second main result gives a complete characterization of rings of type II as certain generalized upper triangular matrix rings, . The four parameters involved here are skew-fields and , and natural numbers . For rings of type I, we have several partial results: e.g. using a generalization of Bongartz Lemma, we show that it is consistent that each fully saturated ring of type I is a full matrix ring over a local quasi-Frobenius ring. In several recent papers, our results have been applied to Tilting Theory and to the Theory of -modules.
This paper establishes a criterion for whether a -dimensional random walk on the integer lattice visits a space-time subset infinitely often or not. It is a precise analogue of Wiener's test for regularity of a boundary point with respect to the classical Dirichlet problem. The test obtained is applied to strengthen the harder half of Kolmogorov's test for the random walk.