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. sfn error: no target: CITEREFEveritt2002 (help)
2. ↑ Nikulin, M.S. (2001) [1994], "Efficiency of a statistical procedure", Encyclopedia of Mathematics, EMS Press