Bahadur’s Stochastic Comparison of Asymptotic Relative Efficiency in Combining infinitely Many Independent Tests in Case of Conditional Extreme Value Distribution

Authors

  • Mohammed Al-Haj Ebrahem
  • Abedel-Qader S. Al-Masri

Keywords:

Asymptotic relative efficiency, Conditional extreme value distribution, Combining independent tests, Bahadur efficiency, Bahadur slope.

Abstract

Bahadur’s stochastic comparison of asymptotic relative efficiency of combining Infinitely many independent tests in case of conditional extreme value distribution is proposed. Six distribution-free combination producers namely; Fisher, logistic, sum of p-values, inverse normal, Tippett’s method and maximum of p-values were studied. Several comparisons among the six procedures using the exact
Bahadur’s slopes were obtained. Results showed that the logistic producer is the best procedure.

Key words and phrases. Asymptotic relative efficiency, Conditional extreme value distribution, Combining independent tests, Bahadur efficiency, Bahadur slope.

2010 Mathematics Subject Classification. 40H05, 46A45

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Published

2025-05-18

How to Cite

Mohammed Al-Haj Ebrahem, & Abedel-Qader S. Al-Masri. (2025). Bahadur’s Stochastic Comparison of Asymptotic Relative Efficiency in Combining infinitely Many Independent Tests in Case of Conditional Extreme Value Distribution. Jordan Journal of Mathematics and Statistics, 16(1), 23–40. Retrieved from https://jjms.yu.edu.jo/index.php/jjms/article/view/687

Issue

Vol. 16 No. 1 (2023)

Section

Articles