Accession Number:

ADA162265

Title:

Optimality Robustness of Tests in Two Population Problems.

Descriptive Note:

Technical rept.,

Corporate Author:

PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s):

Report Date:

1985-08-01

Pagination or Media Count:

17.0

Abstract:

The problems of testing the equality of two location parameters without the presence of scale parameters and the equality of two scale parameters with or without the presence of location parameters based on two independent samples are considered. It is shown that, under some mild conditions on the underlying distributions, the standard optimum invariant tests derived under normality or exponentiality continue to be optimum for a wide class of distributions. However, the tests are not null robust. As a technical tool, Wijsmans representation theorem is used. Keywords Exponential distributions Monotone likelihood ratio MLR Normal distribution Null robustness Optimality robustness Multivariate analysis. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE