Error contours for Student's t under nonnormality
Conference
·
OSTI ID:5438533
Geary (Biometrika 34, 1947) has introduced a differential series for the density function of Student's t under nonnormality where the sample population is assumed to have finite moments up to a certain order. If (K/sub r/) and (K'/sub r/) are the cumulants of t under the two regimes (normality and nonnormality), then the discrepancies (K/sub r/--K'/sub r/) can be ordered with respect to sample size, in an ordering in powers of 1/..sqrt..n(n = sample size) of the modified density and cumulative distribution function of t. Geary carried this out to order n/sup -2/. Relative error contours comparing Geary's n/sup -1/ and n/sup -2/ approximations of the upper and lower modified probability levels for ..cap alpha.. = 0.05 and n = 15, 20, and 25 are given for sets of mixtures of normal distributions, and Pearson distributions, in the (..sqrt beta../sub 1/,..beta../sub 2/) plane. Additional comparisons are given comparing these approximations from the results of a Monte Carlo simulation for a wide range of mixtures of normal distributions. 2 figures, 2 tables. (RWR)
- Research Organization:
- Union Carbide Corp., Oak Ridge, Tenn. (USA). Computer Sciences Div.; Georgia Univ., Athens (USA)
- DOE Contract Number:
- W-7405-ENG-26
- OSTI ID:
- 5438533
- Report Number(s):
- CONF-770874-1
- Country of Publication:
- United States
- Language:
- English
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