An Inequality of Optimal Order for the Tail Probabilities of the T Statistic Under Symmetry

DOI10.2307/2289533zbMath0702.62021OpenAlexW4240858398MaRDI QIDQ3481067

No author found.

Publication date: 1990

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2289533

zbMATH Keywords

symmetryindependencebounds for the upper quantilesnonparametric boundtail probabilities of the t-statistic

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Statistical distribution theory (62E99)

Related Items (3)

Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series ⋮ Bounds for path-dependent options ⋮ Toward the best constant factor for the Rademacher-Gaussian tail comparison

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