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

✍ Scribed by Jiming Jiang

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
258 KB
Volume
35
Category
Article
ISSN
0167-7152

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✦ Synopsis

Suppose that Zl ..... Zu are iid according to a distribution F that is symmetric about (. Three widely used tests of H0:(=0 against H1:(>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~ 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. ~) 1997 Elsevier Science B.V.

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