Paper under preparation:
The Concept of Stringency for Test Comparison:
Case of Cauchy Location Parameter
Atiq-ur-Rehman and Asad Zaman
Current Version Attached Below
Please collect some simulation studies of test performance and show how they fail to come to a conclusion. For example, for Normality Testing, Tanweer has already done this job. For Heteroskedasticity, Mumtaz should be able to give example. For Unit Roots, you have sufficient examples. These three cases should be enough to illustrate the point.
The POWER ENVELOPE when MP Tests Dont Coincide.
Stringency: A Measure of Closeness to the Power Envelope
Illustration of use of Stringency for Cauchy Case.
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