One-Sample t-Test When Sampling from a Mixture of Normal Distributions

One-Sample t-Test When Sampling from a Mixture of Normal Distributions

For the one-sample t-test a new form of the exact distribution of the test statistic t2is obtained when sampling from a distribution which is a mixture of two normal distributions. A numerical example is provided to show that the size of the test can differ greatly when sampling from distributions h...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:The Annals of statistics 1977-07, Vol.5 (4), p.803-807
Hauptverfasser: Austin F. S. Lee, Gurland, John
Format: Artikel
Sprache:eng
Schlagworte:
62E15
62F05
Distribution functions
distribution of t
effect of nonnormality
equal probability contours
Gaussian distributions
Kurtosis
Mixture of two normal distributions
one-sample t-test
Population distributions
Random variables
Sampling distributions
Short Communications
Skewed distribution
Statistical discrepancies
T tests
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:For the one-sample t-test a new form of the exact distribution of the test statistic t2is obtained when sampling from a distribution which is a mixture of two normal distributions. A numerical example is provided to show that the size of the test can differ greatly when sampling from distributions having the same skewness and kurtosis. Contours of equal size are plotted for a particular case in a certain cross section of the parameter space.
ISSN:0090-5364
2168-8966
DOI:10.1214/aos/1176343904