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Efficiency (statistics)

In the comparison of statistical procedures, efficiency is a measure of an estimator's quality. This would be about the estimator of an experimental design,[1] or of a hypothesis testing procedure.[2] Basically, a more efficient estimator, experiment, or test needs fewer observations than a less efficient one to get a given performance.

  1. Everitt 2002, p. 128.
  2. Nikulin, M.S. (2001) [1994], "Efficiency of a statistical procedure", Encyclopedia of Mathematics, EMS Press

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