Robust statistics for testing equality of means or variances |
| |
Authors: | M.L. Tiku |
| |
Affiliation: | Department of Mathematical Sciences , McHaster University , Hamilton, Canada |
| |
Abstract: | For testing the equality of means (location parameters) of two populations, Tiku (1980a) defined a statistic Tc (based on symmetrically censored samples) and showed that this statistic is robust to underlying populations and is also remarkably powerful. In this paper, we define a similar statistic T (based on samples s with observations censored only on one side) and show that this stat is tic is more powerful than T and nonparametric statistics, C for skew populations. We also provide a modification of this statistic for testing the equality of two population variances. |
| |
Keywords: | adaptive inference point estimation nonparametric tests peakedness tail length skewed |
|
|