EconPapers    
Economics at your fingertips  
 

Normalized Johnson's transformation one-sample trimmed t for non-normality

Jiin-Huarng Guo and Wei-Ming Luh

Journal of Applied Statistics, 2000, vol. 27, issue 2, 197-203

Abstract: The present study suggests the use of the normalized Johnson transformation trimmed t statistic in the one-sample case when the assumption of normality is violated. The performance of the proposed method was evaluated by Monte Carlo simulation, and was compared with the conventional Student t statistic, the trimmed t statistic and the normalized Johnson's transformation untrimmed t statistic respectively. The simulated results indicate that the proposed method can control type I error very well and that its power is greater than the other competitors for various conditions of non-normality. The method can be easily computer programmed and provides an alternative for the conventional t test.

Date: 2000
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/02664760021736 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:27:y:2000:i:2:p:197-203

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/CJAS20

DOI: 10.1080/02664760021736

Access Statistics for this article

Journal of Applied Statistics is currently edited by Robert Aykroyd

More articles in Journal of Applied Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:japsta:v:27:y:2000:i:2:p:197-203