Sharp upper and lower bounds for asymptotic levels of some statistical tests

Jiming Jiang

Statistics & Probability Letters, 1997, vol. 35, issue 4, 395-400

Abstract: Suppose that Z1, ... , ZN are iid according to a distribution F that is symmetric about [zeta]. Three widely used tests of H0: [zeta] = 0 against H1: [zeta] > 0 are the t-, Wilcoxon and sign tests. Tests that reject when at least one of the above three tests exceeds the standard normal critical value u[alpha] are considered and sharp upper and lower bounds for the asymptotic levels are obtained. The main results are proved for a wider class of tests.

Keywords: Multivariate normal distribution t-test; Wilcoxon test Sign test (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (2)

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