Is the t Test Really Conservative When the Parent Distribution is Long-Tailed?

DOI10.2307/2288133zbMath0529.62026OpenAlexW3150625835MaRDI QIDQ3311482

Yoav Benjamini

Publication date: 1983

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2288133

zbMATH Keywords

asymptotic distributionscale mixture of normalslong-tailed distributionsprobability inequalityconservatismt test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Asymptotic properties of parametric tests (62F05)

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