Improved likelihood inference on testing the difference of non centrality parameters of two independent non central t distributions with identical degrees of freedom

DOI10.1080/03610918.2011.585005MaRDI QIDQ4906418zbMATH OpenOpenAlexFDO

Authors

Publication date 11 February 2013

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2011.585005

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

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Cites work

• scientific article; zbMATH DE number 4090552 (Why is no real title available?)
• Saddle point approximation for the distribution of the sum of independent random variables
• Tail probabilities from observed likelihoods
• Testing the Equality of the Noncentrality Parameters of Two Noncentralt-Distributions with Identical Degrees of Freedom
• The modified signed likelihood statistic and saddlepoint approximations

Cited in

(4)

• Small-sample tests for the equality of two normal cumulative probabilities, coefficients of variation, and Sharpe ratios
• Small sample inference for the common coefficient of variation
• Bayesian analysis and design for comparison of effect-sizes
• Testing the Equality of the Noncentrality Parameters of Two Noncentralt-Distributions with Identical Degrees of Freedom

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