An Alternative to Student's $t$-Test for Problems with Indifference Zones
Brown, Lawrence D. ; Sackrowitz, Harold
Ann. Statist., Tome 12 (1984) no. 1, p. 451-469 / Harvested from Project Euclid
Consider a sample from a normal population with mean, $\mu$, and variance unknown. Suppose it is desired to test $H_0:\mu \leq \mu_0$ versus $H_1:\mu \geq \mu_1$, with the region $H^I_1:\mu_0 < \mu < \mu_1$ being a (nonempty) indifference zone. It is shown that the usual Student's $t$-test is inadmissible for this problem. An alternative test is proposed. The two sided problem with indifference region is also discussed. By contrast with the above result, the usual Student's $t$-test is admissible here. However the two sided version of the alternative test mentioned above does offer some practical advantages relative to the two sided $t$-test. A 3-decision version of the two sided problem is also discussed. Here the $t$-test is inadmissible, and is dominated by the appropriate version of the alternative test. The results concerning tests are also reformulated as results about confidence procedures.
Publié le : 1984-06-14
Classification:  $t$-test,  indifference zone,  confidence intervals,  admissibility,  62F03,  62A99
@article{1176346499,
     author = {Brown, Lawrence D. and Sackrowitz, Harold},
     title = {An Alternative to Student's $t$-Test for Problems with Indifference Zones},
     journal = {Ann. Statist.},
     volume = {12},
     number = {1},
     year = {1984},
     pages = { 451-469},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346499}
}
Brown, Lawrence D.; Sackrowitz, Harold. An Alternative to Student's $t$-Test for Problems with Indifference Zones. Ann. Statist., Tome 12 (1984) no. 1, pp.  451-469. http://gdmltest.u-ga.fr/item/1176346499/