Four improved statistics for contrasting means by correcting skewness and kurtosis.
Four improved statistics for contrasting means by correcting skewness and kurtosis.
复制标题
通过纠正偏度和峰度，改进了对比手段的四项统计数据。
DOI：
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发表时间：
2005
影响因子：
2.6
通讯作者：
K. Yuan
中科院分区：
文献类型：
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作者：
H. Yanagihara;K. Yuan
本文讨论了如何消除经典t统计量中的非正态性影响。使用高阶展开来量化非正态性的影响，提供了四个校正的统计量。两个旨在纠正平均偏差，两个旨在纠正总体分布。当观测变量满足一定的结构时，经典的t-统计量对非正态性也是稳健的。一个特殊的情况是当对比度的边缘分布是独立和相同的分布。
This paper is concerned with removing the influence of non-normality in the classical t-statistic for contrasting means. Using higher-order expansion to quantify the effect of non-normality, four corrected statistics are provided. Two aim to correct the mean bias and two to correct the overall distribution. The classical t-statistic is also robust against non-normality when the observed variables satisfy certain structures. A special case is when the marginal distributions of the contrast are independent and identically distributed.