非参数t检验的非一致界

Nonuniform Bounds for Nonparametrict-Tests

Econometric Theory · 1991
被引 13
人大 A-ABS 4

中文导读

针对独立对称分布观测,给出了学生t统计量置换分布尾部概率的非一致界,比已有的一致指数界更紧,并讨论了在非参数t检验和简单线性回归中的应用。

Abstract

This paper gives simple nonuniform bounds on the tail areas of the permutation distribution of the usual Student's t -statistic when the observations are independent with symmetric distributions. As opposed to uniform bounds, nonuniform bounds depend on the observed sample. It is shown that the nonuniform bounds proposed are always tighter than uniform exponential bounds previously suggested. The use of the bounds to perform nonparametric t -tests is discussed and numerical examples are presented. Further, the bounds are extended to t -tests in the context of a simple linear regression.

非参数t检验置换分布非均匀界学生t统计量