Student's t-test without symmetry conditions
Statistics Theory
2007-06-13 v1 Probability
Statistics Theory
Abstract
An explicit representation of an arbitrary zero-mean distribution as the mixture of (at-most-)two-point zero-mean distributions is given. Based in this representation, tests for (i) asymmetry patterns and (ii) for location without symmetry conditions can be constructed. Exact inequalities implying conservative properties of such tests are presented. These developments extend results established earlier by Efron, Eaton, and Pinelis under a symmetry condition.
Cite
@article{arxiv.math/0606160,
title = {Student's t-test without symmetry conditions},
author = {Iosif Pinelis},
journal= {arXiv preprint arXiv:math/0606160},
year = {2007}
}
Comments
25 pages