TY - JOUR
T1 - Asymptotic expansion of the non null distribution of the two-sample t-statistic under non normality with application in power comparison
AU - Xu, Jin
PY - 2010/1
Y1 - 2010/1
N2 - This article studies the non null distribution of the two-sample t-statistic, or Welch statistic, under non normality. The asymptotic expansion of the non null distribution is derived up to n-1, where n is the pooled sample size, under general conditions. It is used to compare the power with that obtained by normal theory method. A simple technique is recommended to achieve more power through a monotone transformation in practice.
AB - This article studies the non null distribution of the two-sample t-statistic, or Welch statistic, under non normality. The asymptotic expansion of the non null distribution is derived up to n-1, where n is the pooled sample size, under general conditions. It is used to compare the power with that obtained by normal theory method. A simple technique is recommended to achieve more power through a monotone transformation in practice.
KW - Asymptotic expansion
KW - Characteristic function
KW - Power
KW - Two-sample t-statistic
UR - https://www.scopus.com/pages/publications/77952962134
U2 - 10.1080/03610920902923528
DO - 10.1080/03610920902923528
M3 - 文章
AN - SCOPUS:77952962134
SN - 0361-0926
VL - 39
SP - 1915
EP - 1921
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
IS - 11
ER -