The most efficient linear combination of the Sign and the Maesono tests for p-normal distributions
| Autor: | Giuseppe Burgio, Stefano Patrì |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2013 |
| Předmět: | |
| Zdroj: | Statistica, Vol 71, Iss 4, Pp 411-420 (2013) |
| Druh dokumentu: | article |
| ISSN: | 0390-590X 1973-2201 |
| DOI: | 10.6092/issn.1973-2201/3623 |
| Popis: | This paper deals with the Pitman most efficient Gr linear combination of the Sign and the Maesono tests for parent distributions belonging to the p-normal family of densities. The most efficient linear combinations G2 and G4 are obtained. It is also shown that G2 (for leptokurtic p-normal distributions) and G4 (for platikurtic p-normal distributions) are much more efficient than Student’s t, with a maximum loss of efficiency of about 3,1% in the near proximity of the normal distribution (p=2). |
| Databáze: | Directory of Open Access Journals |
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