Tail approximations for the Student \(t\)-, \(F\)-, and Welch statistics for non-normal and not necessarily i.i.d. random variables
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Publication:470067
DOI10.3150/13-BEJ552zbMath1333.62053arXiv1410.6033MaRDI QIDQ470067
Publication date: 11 November 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.6033
outliers; dependent random variables; test power; \(F\)-test; small sample size; high-throughput screening; non-homogeneous data; non-normal population distribution; Student's one- and two-sample \(t\)-statistics; systematic effects; Welch statistics
62E20: Asymptotic distribution theory in statistics
62E17: Approximations to statistical distributions (nonasymptotic)
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- Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
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- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
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- THE DISTRIBUTION OF ‘STUDENT'S’ t IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
- THE DISTRIBUTION OF THE VARIANCE RATIO IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
- Corrections for Nonnormality in the Use of the Two-Sample $t$- and $F$-Test at High Significance Levels
