Testing the Mean of Skewed Distributions
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Cited in
(19)- Ensuring finite moments in Monte Carlo simulations via iterated ex post facto sampling
- Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples
- Some simple corrected confidence intervals following a sequential test
- Pragmatic model transformations for analyzing bounded and positive responses
- Inference about the mean of a skewed population: a comparative study
- One sample tests of location for nonnormal symmetric data
- A Confidence Interval and Test for the Mean of an Asymmetric Distribution
- Interval estimators for the population mean for skewed distributions with a small sample size
- Confidence intervals for the ratio of two variances
- Evaluating the relative merits of competing models based on empirical likelihood ratio test
- Testing the mean of skewed distributions applying the maximum likelihood estimator
- Some Useful Moment Results in Sampling Problems
- Data-Driven Confidence Interval Estimation Incorporating Prior Information with an Adjustment for Skewed Data
- Confidence intervals for means and variances of nonnormal distributions
- Inference about the arithmetic average of log transformed data
- One-sided confidence intervals for population variances of skewed distributions
- A Characterization of Most(More) Powerful Test Statistics with Simple Nonparametric Applications
- Truncated saddlepoint approximation for testing means of right-skewed populations
- Better confidence intervals for the slope parameters of the quadratic regression model when the error term is not normally distributed
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