1. AN INVESTIGATION INTO THE SMALL SAMPLE PROPERTIES OF A TWO SAMPLE TEST OF LEHMANN'S'S.
- Author
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Afifi, A. A., Elashoff, R. M., and Langley, P. G.
- Subjects
- *
ASYMPTOTIC distribution , *STATISTICAL sampling , *GAUSSIAN distribution , *SAMPLE size (Statistics) , *DISTRIBUTION (Probability theory) , *APPROXIMATION theory , *MATHEMATICAL statistics , *STATISTICS - Abstract
In this paper we examine how well the asymptotic null distribution of a two sample test due to Lehmann approximates the small sample distribution of the test, compare the validity of this Lehman test with the validity of the two sample t test under the null hypothesis of equal means, and compare the power of this Lehmannn test with the power of the t test. Our general conclusion is that experimenters will prefer to use the t test when the underlying distribution is the scale contaminated compound normal distribution and the sample sizes are less than thirty. [ABSTRACT FROM AUTHOR]
- Published
- 1968
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