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 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)

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

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