Testing the Mean of a Normal Population Under Dependence

W. Albers

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    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
    Issue number6
    Publication statusPublished - 1978


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

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