Testing the Mean of a Normal Population Under Dependence

Willem/Wim Albers

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    Abstract

    Modifications of the $t$-test are considered which are robust under certain violations of the independence assumption. The additional number of observations these modified tests require in order to obtain under independence the same power as the $t$-test, is obtained asymptotically.
    Original languageEnglish
    Pages (from-to)1337-1344
    JournalAnnals of statistics
    Volume6
    Issue number6
    DOIs
    Publication statusPublished - 1978

    Keywords

    • Normal population
    • Deficiency
    • asymptotic expansions
    • $t$-test
    • $m$-dependence
    • serial correlation coefficients
    • mean
    • autoregressive processes
    • IR-70389

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