On the T-test

Article

Novak, S. 2022. On the T-test. Statistics & Probability Letters. 189. https://doi.org/10.1016/j.spl.2022.109562
TypeArticle
TitleOn the T-test
AuthorsNovak, S.
Abstract

The aim of this article is to show that the T-test can be misleading. We argue that normal or Student's approximation to the distribution L(tn) of Student's statistic tn does not hold uniformly over the class Pn of samples fX1; :::;Xng from zero-mean unit-variance bounded distributions. We present lower bounds to the corresponding error.
We suggest a generalisation of the T-test that allows for variability of possible approximating distributions to L(tn).

KeywordsHypothesis testing, T-test, Student’s statistic
Sustainable Development Goals9 Industry, innovation and infrastructure
PublisherElsevier
JournalStatistics & Probability Letters
ISSN0167-7152
Electronic1879-2103
Publication dates
Online11 Jun 2022
Print01 Oct 2022
Publication process dates
Deposited28 Nov 2022
Submitted08 Nov 2021
Accepted02 Jun 2022
Output statusPublished
Accepted author manuscript
License
File Access Level
Open
Copyright Statement

Accepted manuscript: Copyright © 2022. This manuscript version is made available under the CC-BY-NC-ND 4.0 license https://creativecommons.org/licenses/by-nc-nd/4.0/

Digital Object Identifier (DOI)https://doi.org/10.1016/j.spl.2022.109562
LanguageEnglish
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