Consistency of the bootstrap for the ransformed two-sample t-test |
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| Authors: | Hanfeng chen Wei-Yin Loh |
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| Institution: | 1. Department of Mathematics and Statistics , Bowling Green State University , Bowling Green, OH, 43403;2. Department of Statistics , University of Wisconsin-Madison , Madison, WI, 53706 |
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| Abstract: | A method of bootstrapping the two-sample t-test after a Box-Cox transformation is proposed. The procedure is shown to be consistent and asymptotically as efficient as the non-bootstrapped Box-Cox t-test. Because the bootstrap samples are drawn without the assumption of the same distributional shapes,the procedure may be more robust against violation of this assumption. Simulation results support this conjecture. |
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| Keywords: | Asympotic relative efficiency Box-Cox transformation |
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