首页 | 本学科首页   官方微博 | 高级检索  
     


Robustness of Inference for One-sample Problem with Correlated Observations
Authors:Perla Subbaiah   George Xia
Affiliation: a Oakland University, Rochester, Michigan, USA
Abstract:
The inference about the population mean based on the standard t-test involves the assumption of normal population as well as independence of the observations. In this paper we examine the robustness of the inference in the presence of correlations among the observations. We consider the simplest correlation structure AR(1) and its impact on the t-test. A modification of the t-test suitable for this structure is suggested, and its effect on the inference is investigated using Monte Carlo simulation.
Keywords:Repeated measurements  AR(1) correlation structure
本文献已被 InformaWorld 等数据库收录!
正在获取相似文献,请稍候...
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号