305 Evans Hall, Department of Statistics, University of California, Berkeley, CA 94720, USA.
ON THE POWER BREAKDOWN OF THE NEGATIVE EXPONENTIAL DISPARITY TESTS
Article first published online: 12 DEC 2007
Australian & New Zealand Journal of Statistics
Volume 49, Issue 4, pages 381–384, December 2007
How to Cite
Sarathi Dey, P. and Basu, A. (2007), ON THE POWER BREAKDOWN OF THE NEGATIVE EXPONENTIAL DISPARITY TESTS. Australian & New Zealand Journal of Statistics, 49: 381–384. doi: 10.1111/j.1467-842X.2007.00488.x
- Issue published online: 12 DEC 2007
- Article first published online: 12 DEC 2007
- generalized negative exponential disparity;
- power breakdown;
The generalized negative exponential disparity, discussed in Bhandari et al. (Robust inference in parametric models using the family of generalized negative exponential disparities, 2006, ANZJS, 48, 95–114), represents an important class of disparity measures that generates efficient estimators and tests with strong robustness properties. In their paper, however, Bhandari et al. failed to provide a sharp lower bound for the power breakdown point of the corresponding tests. This was acknowledged by the authors, who indicated the possible existence of a sharper bound, but noted that they did not “have a proof at this point”. In this paper we provide an improved bound for this power breakdown point, and show with an example how this can enhance the existing results.