Abstract:
In the paper general theorem concerning the asymptotic expansions for the generalized power of the tests based on the sample with random size is proved. These results are closed connected with the concept of asymptotic deficiency and may be used for asymptotic comparison of different asymptotically equivalent tests. Some examples are presented.
Keywords:power of test, asymptotic deficiency, sample of random size, asymptotic expansions, three-point symmetric distribution.