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

DOI10.2307/2288133MaRDI QIDQ3311482zbMATH OpenOpenAlexFDO

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 distributionconservatismlong-tailed distributionsprobability inequalityscale 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)

• Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal
• Maximal size of the Student and the ANOVA tests under exactly one contaminant
• Chi-square tests under models close to the normal distribution
• Ordres stochastiques et efficacité asymptotique desL-estimateurs
• Kurtosis and spread
• On the consistency of tests of symmetry
• Measuring Kurtosis by Right and Left Inequality Orders
• Products of random variables and star-shaped ordering
• scientific article; zbMATH DE number 1014736 (Why is no real title available?)
• Johnson's transformation two-sample trimmed t and its bootstrap method for heterogeneity and non-normality
• Robustness of confidence intervals for scale parameters based on m-estimators

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