Use of Some Tests for Means of Positively Skewed Distribution and Comparisons
Year 2010,
Volume: 7 Issue: 2, 45 - 57, 15.12.2010
Emre Erçin Sarısoy
Hamza Gamgam
Abstract
The purpose of this article is to introduce Johnson’s modified square t test, Sutton’s composite test and Chen’ s test applied to test the null hypotheses of population mean with samples drawn from positively skewed distributions, also compare them on the account of type 1 error rates and power of the test. In this context, a simulation study is carried out via data group which is produced from some positively skewed distributions and it is determined that Chen’s test is more powerful than other tests.
References
- Andrews, D. F., Bickel, P. J., Hampel, F. R., Huber, P. J., Rogers, W. H., Tukey, J. W., 1972. Robust estimates of location: Survey and advances. Princeton University Press, Princeton.
- Anscombe, F. J., 1950. Tables of hyberbolic transformation sinh. √X . Journal of the Royal Statistical Society, A/113, 228-229.
- Bartlett, M. S., 1935. The effect of non-normality on the t distribution. Proceedings of
the Cambridge Philosophical Society. 31, 223-231.
- Box, G. E. P., Andersen, S. L., 1955. Permutation theory in the derivation of robust criteria and the study of departures from assumption. Journal of the Royal Statistical Society, B/17, 1-26.
- Chen, L., 1995. Testing the mean of skewed distributions. Journal of The American Statistical Association. Vol. 90, No. 430, 767-772.
- Chung, K., 1946. The approximate distribution of Student’s statistics. Annals of Mathematical Statistics, 17, 447-465.
- Cornish, E. A., Fisher, R. A., 1937. Moments and cumulants in the specification of distributions. Revue of the International Statistics Institute, 5, 307-327.
- Gayen, A. K., 1949. The distribution of ‘Student’s’ t in random samples of any size drawn from non-normal universes. Biometrika, 36, 353-369.
- Geary, R. C., 1936. The distribution of Student’s ratio for non-normal samples. Journal of the Royal Statistical Society, 3/2, 178-184.
- Hall, P., 1983. Inverting an Edgeworth expansion. The Annals of Statistics, 11: 569-576.
- Johnson, N. J., 1978. Modified t tests and confidence intervals for asymmetrical populations. Journal of the American Statistical Association, Vol. 73, No. 363, 536-544.
- Laderman, J., 1939. The distribution of Student’s ratio for samples of two items drawn from non-normal universes. Annals of Mathematical Statistics, 10, 376-379.
- Nair, A. K. N., 1941. Distribution of Student’s t in the correlation coefficient in sample from non-normal population. Sankhya, 5, 383-400.
- Neyman, J., Pearson, E. S., 1928. On the use and interpretation of certain test criteria for purposes of statistical inference part I. Biometrika, 20A, 175-240.
- Perlo, V., 1933. On the distribution of Student’s ratio for samples of three drawn from a rectangular distribution. Biometrika, 25, 203-204.
- Rider, P. R., 1929. On the distribution of the ratio of mean to standard deviation in small samples from non-normal universes. Biometrika, 21, 124-143.
- Sophister, 1928. Discussion of small samples drawn from an infinite skew population. Biometrika, 20A, 389-423.
- Student, 1908. The probable error of a mean. Biometrika, 6, 1-25.
- Sutton, C. D., 1993. Computer-intensive methods for tests about the mean of an asymmetrical distribution. Journal of the American Statistical Association, 88, 802-810.
- Tukey, J. W., 1964. Data analysis and behavioral sciences. Unpublished Manuscript.
- Wallace, D. L., 1958. Asymptotic approximations to distributions. Annals of Mathematical Statistics, 29, 635-654.
- Yuen, K. K., 1974. The two sample trimmed t for unequal population variances. Biometrika, 61, 165-170.
Sağa Çarpık Dağılım Ortalamaları için Bazı Testlerin Kullanımı ve Karşılaştırmaları
Year 2010,
Volume: 7 Issue: 2, 45 - 57, 15.12.2010
Emre Erçin Sarısoy
Hamza Gamgam
Abstract
Bu makalenin amacı, sağa çarpık dağılımlardan çekilen örneklemler ile kitle ortalamasına ilişkin yokluk hipotezini test etmek için kullanılan Johnson’ın düzeltilmiş karesel t testini, Sutton’ın bileşik testini ve Chen’in testini tanıtmak, ayrıca bunları 1. tip hata oranları ve testin gücü bakımından karşılaştırmaktır. Bu amaçla bazı sağa çarpık dağılımlardan üretilen veri kümeleri üzerinden simülasyon çalışması yapılmış ve Chen’in testinin daha güçlü olduğu tespit edilmiştir.
References
- Andrews, D. F., Bickel, P. J., Hampel, F. R., Huber, P. J., Rogers, W. H., Tukey, J. W., 1972. Robust estimates of location: Survey and advances. Princeton University Press, Princeton.
- Anscombe, F. J., 1950. Tables of hyberbolic transformation sinh. √X . Journal of the Royal Statistical Society, A/113, 228-229.
- Bartlett, M. S., 1935. The effect of non-normality on the t distribution. Proceedings of
the Cambridge Philosophical Society. 31, 223-231.
- Box, G. E. P., Andersen, S. L., 1955. Permutation theory in the derivation of robust criteria and the study of departures from assumption. Journal of the Royal Statistical Society, B/17, 1-26.
- Chen, L., 1995. Testing the mean of skewed distributions. Journal of The American Statistical Association. Vol. 90, No. 430, 767-772.
- Chung, K., 1946. The approximate distribution of Student’s statistics. Annals of Mathematical Statistics, 17, 447-465.
- Cornish, E. A., Fisher, R. A., 1937. Moments and cumulants in the specification of distributions. Revue of the International Statistics Institute, 5, 307-327.
- Gayen, A. K., 1949. The distribution of ‘Student’s’ t in random samples of any size drawn from non-normal universes. Biometrika, 36, 353-369.
- Geary, R. C., 1936. The distribution of Student’s ratio for non-normal samples. Journal of the Royal Statistical Society, 3/2, 178-184.
- Hall, P., 1983. Inverting an Edgeworth expansion. The Annals of Statistics, 11: 569-576.
- Johnson, N. J., 1978. Modified t tests and confidence intervals for asymmetrical populations. Journal of the American Statistical Association, Vol. 73, No. 363, 536-544.
- Laderman, J., 1939. The distribution of Student’s ratio for samples of two items drawn from non-normal universes. Annals of Mathematical Statistics, 10, 376-379.
- Nair, A. K. N., 1941. Distribution of Student’s t in the correlation coefficient in sample from non-normal population. Sankhya, 5, 383-400.
- Neyman, J., Pearson, E. S., 1928. On the use and interpretation of certain test criteria for purposes of statistical inference part I. Biometrika, 20A, 175-240.
- Perlo, V., 1933. On the distribution of Student’s ratio for samples of three drawn from a rectangular distribution. Biometrika, 25, 203-204.
- Rider, P. R., 1929. On the distribution of the ratio of mean to standard deviation in small samples from non-normal universes. Biometrika, 21, 124-143.
- Sophister, 1928. Discussion of small samples drawn from an infinite skew population. Biometrika, 20A, 389-423.
- Student, 1908. The probable error of a mean. Biometrika, 6, 1-25.
- Sutton, C. D., 1993. Computer-intensive methods for tests about the mean of an asymmetrical distribution. Journal of the American Statistical Association, 88, 802-810.
- Tukey, J. W., 1964. Data analysis and behavioral sciences. Unpublished Manuscript.
- Wallace, D. L., 1958. Asymptotic approximations to distributions. Annals of Mathematical Statistics, 29, 635-654.
- Yuen, K. K., 1974. The two sample trimmed t for unequal population variances. Biometrika, 61, 165-170.