Robustness of t-Test.

Abstract

The standard optimum properties like UMP, UMPU, UMPS, UMPI, of the familiar Student's t-test for testing the significance of the mean of a univariate normal population with unknown variance against one-sided of both-sided alternatives are well-known. This paper shows mainly without invariance that the t-test continues to be optimum when normality is replaced by a class of elliptically symmetric distributions, thereby establishing optimality robustness of the t-test.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1986
Accession Number
ADA176972

Entities

People

  • Bimal K. Sinha
  • N. C. Giri
  • Takeaki Kariya

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Air Force
  • Computing-Related Activities
  • Contracts
  • Data Science
  • Education
  • Governments
  • Information Science
  • Intellectual Property
  • Interdisciplinary Science
  • Invariance
  • Maryland
  • Mathematical Analysis
  • Multivariate Analysis
  • Scientific Research
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Organizational Psychology.
  • Statistical inference.