Empirical Distributions of the Robustified t-test Statistics

被引:1
作者
Park, Chanseok [1 ]
Wang, Min [2 ]
Hwang, Wook-Yeon [3 ]
机构
[1] Pusan Natl Univ, Dept Ind Engn, Appl Stat Lab, Busan, South Korea
[2] Univ Texas San Antonio, Dept Management Sci & Stat, San Antonio, TX USA
[3] Dong A Univ, Dept Global Business, Busan, South Korea
来源
INDUSTRIAL ENGINEERING AND MANAGEMENT SYSTEMS | 2022年 / 21卷 / 03期
关键词
t-test; Robustness; Median; Median Absolute Deviation; Hodges-Lehmann; Shamos Estimator;
D O I
10.7232/iems.2022.21.3.432
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
One sample t-test is commonly used for the statistical analysis of experimental data in comparing the mean difference between matched pairs such as the pretreatment and posttreatment assessments. It is well known that the t-test is sensi-tive to data contamination that occurs frequently in practical applications. To overcome the non-robustness of the t -test, Park (2018) developed two robustified analogues of this test based on robust statistics and provided the asymptot-ic distributions for the statistics, assuming that the sample size is large enough. These asymptotic results may not be adequate for making statistical inference including hypothesis testing and confidence interval when the sample size is small or even moderate. The purpose of this paper is to conduct Monte Carlo simulations to obtain the empirical dis-tributions of these test statistics and their quantiles to conduct accurate statistical inference. Useful tables are also con-structed for a quick finding of their empirical quantiles with different sample sizes.
引用
收藏
页码:432 / 439
页数:8
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