Abstract
A class of statistical tests for testing the hypothesis Ho: Δ = 0, where Δ is a location parameter, is proposed. The test statistic is defined in terms of the signed ranks of the sample data. It is shown, by the method of moment matching, that under the null hypothesis test statistics in the proposed class have approximately a i-distribution. A Monte Carlo simulation study is presented inorder to compare the significance levels and Power of these tests with numerous other tests.
| Original language | English |
|---|---|
| Pages (from-to) | 235-260 |
| Number of pages | 26 |
| Journal | Journal of Statistical Computation and Simulation |
| Volume | 20 |
| Issue number | 3 |
| DOIs | |
| State | Published - 1984 |
| Externally published | Yes |
Fingerprint
All Science Journal Classification (ASJC) codes
- Statistics, Probability and Uncertainty
- Modeling and Simulation
- Statistics and Probability
- Applied Mathematics
Cite this
A Monte Carlo Comparison of Some t-Tests. / Nath, Ravinder.
In: Journal of Statistical Computation and Simulation, Vol. 20, No. 3, 1984, p. 235-260.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - A Monte Carlo Comparison of Some t-Tests
AU - Nath, Ravinder
PY - 1984
Y1 - 1984
N2 - A class of statistical tests for testing the hypothesis Ho: Δ = 0, where Δ is a location parameter, is proposed. The test statistic is defined in terms of the signed ranks of the sample data. It is shown, by the method of moment matching, that under the null hypothesis test statistics in the proposed class have approximately a i-distribution. A Monte Carlo simulation study is presented inorder to compare the significance levels and Power of these tests with numerous other tests.
AB - A class of statistical tests for testing the hypothesis Ho: Δ = 0, where Δ is a location parameter, is proposed. The test statistic is defined in terms of the signed ranks of the sample data. It is shown, by the method of moment matching, that under the null hypothesis test statistics in the proposed class have approximately a i-distribution. A Monte Carlo simulation study is presented inorder to compare the significance levels and Power of these tests with numerous other tests.
UR - http://www.scopus.com/inward/record.url?scp=84947690520&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84947690520&partnerID=8YFLogxK
U2 - 10.1080/00949658408810779
DO - 10.1080/00949658408810779
M3 - Article
AN - SCOPUS:84947690520
VL - 20
SP - 235
EP - 260
JO - Journal of Statistical Computation and Simulation
JF - Journal of Statistical Computation and Simulation
SN - 0094-9655
IS - 3
ER -