Robustness of Stein's Two-Stage Procedure for Mixtures of Normal Populations.
KENTUCKY UNIV LEXINGTON DEPT OF STATISTICS
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Explicit expressions for the level of significance and power of Steins two-stage hypothesis testing procedure are derived when the normal population is mixed with another normal population differing in the mean. Approximate expansions for these expressions have been obtained, and numerical studies of the size have been carried out using the expansions. Some numerical indication of the accuracy of the approximations has also been obtained. It is surmised that Steins two-stage procedure is quite robust against mixtures of normal populations differing in location parameters. Similar conclusions can be drawn regarding the coverage probabilities of confidence intervals generated by this procedure.
- Statistics and Probability