Modifications of the $t$-test are considered which are robust under certain violations of the independence assumption. The additional number of observations these modified tests require in order to obtain under independence the same power as the $t$-test, is obtained asymptotically.
Publié le : 1978-11-14
Classification:
Normal population,
mean,
$t$-test,
$m$-dependence,
serial correlation coefficients,
asymptotic expansions,
deficiency,
autoregressive processes,
62F05,
62F20
@article{1176344378,
author = {Albers, W.},
title = {Testing the Mean of a Normal Population Under Dependence},
journal = {Ann. Statist.},
volume = {6},
number = {1},
year = {1978},
pages = { 1337-1344},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344378}
}
Albers, W. Testing the Mean of a Normal Population Under Dependence. Ann. Statist., Tome 6 (1978) no. 1, pp. 1337-1344. http://gdmltest.u-ga.fr/item/1176344378/