Bahadur slope of the t-statistic for a contaminated normal

N. Rao Chaganty and Jayaram Sethuraman

Statistics & Probability Letters, 1997, vol. 34, issue 3, 245-250

Abstract: In this paper we derive the exact Bahadur slope of the t-statistic based on a random sample from a contaminated normal distribution, using some results in large deviation theory. We also present a table of exact Bahadur slopes at various alternatives at several levels of contamination.

Keywords: Bahadur; slope; Large; deviations; Robustness; Tukey; model (search for similar items in EconPapers)
Date: 1997
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