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Sharp upper and lower bounds for asymptotic levels of some statistical tests

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  • Jiang, Jiming

Abstract

Suppose that Z1, ... , ZN are iid according to a distribution F that is symmetric about [zeta]. Three widely used tests of H0: [zeta] = 0 against H1: [zeta] > 0 are the t-, Wilcoxon and sign tests. Tests that reject when at least one of the above three tests exceeds the standard normal critical value u[alpha] are considered and sharp upper and lower bounds for the asymptotic levels are obtained. The main results are proved for a wider class of tests.

Suggested Citation

  • Jiang, Jiming, 1997. "Sharp upper and lower bounds for asymptotic levels of some statistical tests," Statistics & Probability Letters, Elsevier, vol. 35(4), pages 395-400, November.
    • Handle: RePEc:eee:stapro:v:35:y:1997:i:4:p:395-400
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    Cited by:

    1. Erich Lehmann, 2009. "Parametric versus nonparametrics: two alternative methodologies," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(4), pages 397-405.
    2. Loperfido, Nicola, 2002. "Statistical implications of selectively reported inferential results," Statistics & Probability Letters, Elsevier, vol. 56(1), pages 13-22, January.

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