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An invertible transformation two-sample trimmed t-statistic under heterogeneity and nonnormality

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  • Guo, Jiin-Huarng
  • Luh, Wei-Ming

Abstract

As various transformation methods are unsatisfactory to control Type-I error rate under heterogeneity and nonnormality for the two-sample case, an invertible transformation trimmed t-statistic is proposed, and the confidence interval is derived. Simulation results and experimental data are also presented.

Suggested Citation

  • Guo, Jiin-Huarng & Luh, Wei-Ming, 2000. "An invertible transformation two-sample trimmed t-statistic under heterogeneity and nonnormality," Statistics & Probability Letters, Elsevier, vol. 49(1), pages 1-7, August.
    • Handle: RePEc:eee:stapro:v:49:y:2000:i:1:p:1-7
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    References listed on IDEAS

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    1. Oosterhoff, J., 1994. "Trimmed mean or sample median?," Statistics & Probability Letters, Elsevier, vol. 20(5), pages 401-409, August.
    2. Rand Wilcox, 1994. "A one-way random effects model for trimmed means," Psychometrika, Springer;The Psychometric Society, vol. 59(3), pages 289-306, September.
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    Cited by:

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    2. Lahiri, Kajal & Peng, Huaming & Zhao, Yongchen, 2015. "Testing the value of probability forecasts for calibrated combining," International Journal of Forecasting, Elsevier, vol. 31(1), pages 113-129.
    3. Marazzi, A., 2002. "Bootstrap tests for robust means of asymmetric distributions with unequal shapes," Computational Statistics & Data Analysis, Elsevier, vol. 39(4), pages 503-528, June.
    4. Karpouzis, Efstathios & Bouras, Chris & Kanas, Angelos, 2019. "Hedge fund activism, voice, and value creation," MPRA Paper 92576, University Library of Munich, Germany.
    5. James Reed, 2005. "Contributions to two-sample statistics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(1), pages 37-44.

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