Testing the Mean of a Normal Population Under Dependence

W. Albers

doi:10.1214/aos/1176344378

Testing the Mean of a Normal Population Under Dependence

W. 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 language	English
Pages (from-to)	1337-1344
Journal	Annals of statistics
Volume	6
Issue number	6
DOIs	https://doi.org/10.1214/aos/1176344378
Publication status	Published - 1978

Keywords

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

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10.1214/aos/1176344378

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Cite this

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KW - asymptotic expansions

KW - $t$-test

KW - $m$-dependence

KW - serial correlation coefficients

KW - mean

KW - autoregressive processes

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M3 - Article

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