2017年4月18日星期二

A function to calculate Asymptotic Relative Efficiency (ARE) of signed-rank Wilcoxon and contaminated normals

#sigma1=1 and sigma2=3

ARE_W_t<-function(epsilon){

effi<-(((1-epsilon)^2/(2*sqrt(pi))+epsilon^2/(6*sqrt(pi))+epsilon*(1-epsilon)/(2*sqrt(pi)))*sqrt(12))^2*(1+epsilon*8)

return (effi)

}