Asymptotic Expansion of the Non Null Distribution of the Two-Sample t-Statistic Under Non Normality with Application in Power Comparison

作者：Xu, Jin^*

来源：Communications in Statistics - Theory and Methods, 2010, 39(11): 1915-1921.

DOI：10.1080/03610920902923528

• Asymptotic expansion
• Characteristic function
• Power
• Two-sample t-statistic

This article studies the non null distribution of the two-sample t-statistic, or Welch statistic, under non normality. The asymptotic expansion of the non null distribution is derived up to n-1, where n is the pooled sample size, under general conditions. It is used to compare the power with that obtained by normal theory method. A simple technique is recommended to achieve more power through a monotone transformation in practice.

• 出版日期2010
• 单位华东师范大学