## Abstract

The purpose of asymptotic relative efficiency is to compare two statistical procedures by comparing the sample sizes,

*n*and_{1}*n*, say, at which those procedures achieve some given measure of performance; the ratio_{2}*n*is called the relative efficiency of procedure one with respect to procedure two. Finite-sample evaluations being difficult or impossible, a sequence of measures of performances requiring that those sample sizes go to infinity is generally considered. If those measures of performance are indexed by_{2}/n_{1}*n*, say, so that*n*_{1}and*n*take the form_{2}*n*and_{1}(n)*n*, the limit lim_{2}(n)*, if it exists, is called the*_{n}→∞n_{2}(n)/n_{1}(n)*asymptotic relative efficiency*of procedure one with respect to procedure two.Original language | English |
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Title of host publication | Encyclopedia of Environmetrics, 2nd Edition |

Editors | W. Piegorsch, A. El Shaarawi |

Publisher | Wiley |

Pages | 932-936 |

Number of pages | 3510 |

ISBN (Print) | 9780470973882 |

Publication status | Published - 2012 |