Asymptotic expansion of the non null distribution of the two-sample t-statistic under non normality with application in power comparison

DOI10.1080/03610920902923528MaRDI QIDQ3585290zbMATH OpenOpenAlexFDO

Authors Jin Xu

Publication date 19 August 2010

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920902923528

zbMATH Keywords

characteristic functionasymptotic expansionpowertwo-sample \(t\)-statistic

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• Edgeworth expansion for Student's t statistic under minimal moment conditions
• Limiting distributions of the non-central \(t\)-statistic and their applications to the power of \(t\)-tests under non-normality
• Non-normality and heterogeneity in two sample t-test
• Non-normality in two-sample t-tests
• On the validity of the formal Edgeworth expansion
• Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
• The bootstrap and Edgeworth expansion
• The two-sample t test versus satterthwaite's approximate f test

Cited in

(7)

• Cornish-Fisher expansions using sample cumulants and monotonic transformations
• Asymptotic Expansions for the Power of Distributionfree Tests in the Two-Sample Problem
• Asymptotic expansion of the power function of the two-sample binomial test with and without randomization
• Accurate mean comparisons for paired samples with missing data: an application to a smoking-cessation trial
• Transformation tests and their asymptotic power in two-sample comparisons
• Limiting distributions of the non-central \(t\)-statistic and their applications to the power of \(t\)-tests under non-normality
• New two-sample tests for skewed populations and their connection to theoretical power of bootstrap-\(t\) test

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