Sharp upper and lower bounds for asymptotic levels of some statistical tests

Suppose that Z1, ... , ZN are iid according to a distribution F that is symmetric about [zeta]. Three widely used tests of H0: [zeta] = 0 against H1: [zeta] > 0 are the t-, Wilcoxon and sign tests. Tests that reject when at least one of the above three tests exceeds the standard normal critical value u[alpha] are considered and sharp upper and lower bounds for the asymptotic levels are obtained. The main results are proved for a wider class of tests.

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Year of publication:	1997
Authors:	Jiang, Jiming
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 35.1997, 4, p. 395-400
Publisher:	Elsevier
Subject:	Multivariate normal distribution t-test \| Wilcoxon test Sign test

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319669