On Root-N Consistency of Estimators for Nuisance Parameters of Asymptotic Optimal Tests: The I.I.D Case ( Abreviated Title: Root-N Consistency of Estimator)

Document Type : Original Article

Author

Department of Insurance and Statistics, Kuwait University.

Abstract

With suitable regularity conditions on the density func-tion, any estimator ein for the nuisance parameters ei which are root-n consistent under the null hypothesis Ho:w=0 are shown to be also root--n consistent for any sequence of alterna-tives (wn} such that n1/2lwn1 remains bounded. Application of this result is illustrated in the construction of asymptotic optimal tests of Weibull against generalized gamma distribu-tion alternativ

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