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On group sequential tests based on robust location and scale estimators in the two-sample problem

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  • Christmann, Andreas

Abstract

The behaviour of group sequential tests in the two-sample problem is investigated if one replaces the classical non-robust estimators in the t-test statistic by modern robust estimators of location and scale. Hampel's 3-part redescending M-estimator 25A used in the Princeton study and the robust scale estimators length of the shortest half proposed by Rousseeuw & Leroy and Q proposed by Rousseeuw & Croux are considered. Of special interest are level, power and the average sample size number of the tests. It is investigated, whether commerical software can be used to apply these tests.

Suggested Citation

  • Christmann, Andreas, 1998. "On group sequential tests based on robust location and scale estimators in the two-sample problem," Technical Reports 1998,02, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Handle: RePEc:zbw:sfb475:199802
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    1. Mervyn Silvapulle & Pranab Sen, 1993. "Robust tests in group sequential analysis: One- and two-sided hypotheses in the linear model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(1), pages 159-171, March.
    2. P.J. Rousseeuw & A.M. Leroy, 1988. "A robust scale estimator based on the shortest half," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 42(2), pages 103-116, June.
    3. A. Christmann & U. Gather & G. Scholz, 1994. "Some properties of the length of the shortest half," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 48(3), pages 209-213, November.
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