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

DOI10.2307/2288133zbMATH Open0529.62026OpenAlexW3150625835MaRDI QIDQ3311482FDOQ3311482

Authors: 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 distributionlong-tailed distributionsprobability inequalityconservatismscale mixture of normalst test

Mathematics Subject Classification ID

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

Cited In (11)

• Maximal size of the Student and the ANOVA tests under exactly one contaminant
• Kurtosis and spread
• Measuring Kurtosis by Right and Left Inequality Orders
• Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal
• Title not available (Why is that?)
• Johnson's transformation two-sample trimmed t and its bootstrap method for heterogeneity and non-normality
• Ordres stochastiques et efficacité asymptotique desL-estimateurs
• On the consistency of tests of symmetry
• Robustness of confidence intervals for scale parameters based on m-estimators
• Chi-square tests under models close to the normal distribution
• Products of random variables and star-shaped ordering

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