Asymptotic Relative Efficiency (ARE)
Published Online: 15 JUL 2005
Copyright © 2005 John Wiley & Sons, Ltd
Encyclopedia of Biostatistics
How to Cite
Dasgupta, A. 2005. Asymptotic Relative Efficiency (ARE). Encyclopedia of Biostatistics. 1.
- Published Online: 15 JUL 2005
The efficiencies of two consistent estimators of a parameter may be compared by the ratio of their asymptotic variances. Alternative measures are the Pitman and Bahadur measures, which relate to the ratio of sample sizes needed to achieve equivalent asymptotic power. Topics examined are the relevance for finite samples, sensitivity to the underlying distribution, higher-order efficiency (to compare different fully efficient estimators), and efficiency estimation in complex models.
- large samples;