Accession Number:

AD0698658

Title:

On a Statistic Similar to Student's t.

Descriptive Note:

Technical rept.,

Corporate Author:

WASHINGTON UNIV SEATTLE DEPT OF MATHEMATICS

Personal Author(s):

Report Date:

1969-06-15

Pagination or Media Count:

13.0

Abstract:

Consider a random variable X which has median mu. Let X1 or X2 or ... X2 m 1 be an ordered sample of X and let U Xm 1-r, V Xmu 1, W Xmu 1 r. The statistic S V - muW - U is independent of mu and of any scale parameter, hence is distribution-free with regard to any family of probability distributions Fx - ab where F. is a specified distribution function and a any real and b any positive number. A partial answer is given to the problem of a studentized Chebyshev inequality. Properties of S are discussed which, even in the special case of X with normal distribution, make it useful in practical situations in which Students t is traditionally used, but in which t cannot be applied because of incomplete data, e.g. in case of one-sided or two-sided censoring.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE