Optimality robustness of tests in two population problems

DOI10.1016/0378-3758(86)90095-9MaRDI QIDQ1819488zbMATH OpenOpenAlexFDO

Authors Takeaki Kariya, Bimal Kumar Sinha

Publication date 1987

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(86)90095-9

zbMATH Keywords

exponentialitymonotone likelihood rationormalityoptimality robustnessscale parametersstandard optimum invariant teststesting the equality of two location parametersWijsman's representation theorem

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)

Review text

The problems of testing the equality of two location parameters (without the presence of scale parameters) and the equality of two scale parameters (with or without the presence of location parameters) based on two independent samples are considered. It is shown that, under some mild conditions on the underlying distributions, the standard optimum invariant tests derived under normality or exponentiality continue to be optimum for a wide class of distributions. However, the tests are not null robust. As a technical tool, \textit{R. A. Wijsman}'s representation theorem [Proc. 5th Berkeley Sympos. math. Statist. Probab., Univ. Calif. 1965/1966, 1, 389-400 (1967; Zbl 0189.186)] is used.

Recommendations

• scientific article; zbMATH DE number 194572
• Nonnull and optimality robustness of some tests
• scientific article; zbMATH DE number 4078509
• An asymptotically optimal nonpammetrf c statistic foe testing equality of two normal population mea1s and ¥a1xance5
• scientific article; zbMATH DE number 549221

Cites work

• A robustness property of Hotelling's T^ 2-test
• Detection of multivariate outliers in elliptically symmetric distributions
• Detection of multivariate outliers with dispersion slippage in elliptically symmetric distributions
• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• scientific article; zbMATH DE number 4048876 (Why is no real title available?)
• scientific article; zbMATH DE number 3301947 (Why is no real title available?)
• Locally robust tests for serial correlation in least squares regression
• Nonnull and optimality robustness of some tests
• Robust tests for spherical symmetry
• Robustness of multivariate tests

Cited in

(7)

• Robust slippage tests
• Nonnull and optimality robustness of some tests
• LBI tests for the detection of compound normal distribution in control and treatment populations
• Optimal tests for the general two-sample problem
• scientific article; zbMATH DE number 4078509 (Why is no real title available?)
• scientific article; zbMATH DE number 1051724 (Why is no real title available?)
• Robustness Properties of the Pitman–Morgan Test

This page was built for publication: Optimality robustness of tests in two population problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1819488)