Optimality Robustness of Tests in Two Population Problems.

Abstract

The problems of testing the equality of two location parameters (without the presence of scale parameters) and the equality of two scale parameters (with or without the presence of location parameters) based on two independent samples are considered. It is shown that, under some mild conditions on the underlying distributions, the standard optimum invariant tests derived under normality or exponentiality continue to be optimum for a wide class of distributions. However, the tests are not null robust. As a technical tool, Wijsman's representation theorem is used. Keywords: Exponential distributions; Monotone likelihood ratio (MLR); Normal distribution; Null robustness; Optimality robustness; Multivariate analysis. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1985
Accession Number
ADA162265

Entities

People

  • Bimal K. Sinha
  • Takeaki Kariya

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Air Force
  • Data Science
  • Governments
  • Information Science
  • Invariance
  • Multivariate Analysis
  • National Governments
  • Normal Distribution
  • Normality
  • Scientific Research
  • Standards
  • Statistics
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.