STUDENT'S T-TEST UNDER NON-NORMAL CONDITIONS

Abstract

The size and power of Student's t-test are discussed under weaker than normal conditions. It is shown that assuming only a symmetry condition for the null hypothesis leads to effective bounds on the dispersion of the t- statistic. (The symmetry condition is weak enough to include all cases of independent but not necessarily identically distributed observations, each symmetric about the origin.) The connection between Student's test and the usual non-parametric tests is examined, as well as power considerations involving Winsorization and permutation tests. Simultaneous use of different one-sample tests is also discussed.

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Document Details

Document Type
Technical Report
Publication Date
May 22, 1968
Accession Number
AD0670743

Entities

People

  • Bradley Efron

Organizations

  • Harvard University

Tags

Communities of Interest

  • C4I
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Asymptotic Normality
  • Classification
  • Covariance
  • Data Science
  • Geometry
  • Information Science
  • Normality
  • Observation
  • Permutations
  • Probability
  • Random Variables
  • Security
  • Statistical Tests
  • Statistics
  • Symmetry
  • Two Dimensional

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.
  • Statistical inference.