A Confidence Interval and Test for the Mean of an Asymmetric Distribution

DOI10.1081/STA-200054419zbMath1073.62042OpenAlexW2018975677MaRDI QIDQ4681044

R. Willink

Publication date: 14 June 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-200054419

zbMATH Keywords

tablesdistribution-freeskewnessCornish-Fisher expansion\(t\)-test\(t\)-distributionnonnormal

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15)

Related Items (3)

Inference about the arithmetic average of log transformed data ⋮ On a Confidence Interval for the Mean of an Asymmetric Distribution ⋮ BETTER CONFIDENCE INTERVALS FOR IMPORTANCE SAMPLING

Cites Work

• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• A new family of power transformations to improve normality or symmetry
• Modified t Tests and Confidence Intervals for Asymmetrical Populations
• A modified bootstrap estimator for the mean of an asymmetric distribution
• Testing the Mean of Skewed Distributions
• On a data based power transformation for reducing skewness
• The bootstrap and Edgeworth expansion

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