Using Biweight M-Estimates in the Two-Sample Problem. 1. Symmetric Populations

Abstract

We propose replacing the usual Student's-t statistic, which tests for equality of means of two distributions and is used to construct a confidence interval for the difference, by a biweight-"t" statistic. The biweight-"t" is a ratio of the difference of the biweight estimates of location from the two samples to an estimate of the standard error of this difference. Three forms of the denominator are evaluated: weighted variance estimates using both pooled and unpooled scale estimates, and unweighted variance estimates using an unpooled scale estimate. Monte Carlo simulations reveal that resulting confidence intervals are highly efficient on moderate sample sizes, and that nominal levels are nearly attained, even when considering extreme percentage points.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1982
Accession Number
ADA119018

Entities

People

  • Karen Kafadar

Organizations

  • National Institute of Standards and Technology

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Analysis
  • Data Science
  • Efficiency
  • Engineering
  • Errors
  • Estimators
  • Gas Chromatography
  • Gaussian Distributions
  • Information Science
  • Intervals
  • Monte Carlo Method
  • New Jersey
  • Observation
  • Simulations
  • Standards
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.