Empirical distributions of the robustified $t$-test statistics

DOI10.48550/ARXIV.1807.02215arXiv1807.02215MaRDI QIDQ149607

Min Wang, Chanseok Park

Publication date: 6 July 2018

Abstract: Based on the median and the median absolute deviation estimators, and the Hodges-Lehmann and Shamos estimators, robustified analogues of the conventional $t$-test statistic are proposed. The asymptotic distributions of these statistics are recently provided. However, when the sample size is small, it is not appropriate to use the asymptotic distribution of the robustified $t$-test statistics for making a statistical inference including hypothesis testing, confidence interval, p-value, etc. In this article, through extensive Monte Carlo simulations, we obtain the empirical distributions of the robustified $t$-test statistics and their quantile values. Then these quantile values can be used for making a statistical inference.

Related Items (1)

rt.test

This page was built for publication: Empirical distributions of the robustified $t$-test statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q149607)