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Bahadur Slope of the T-Statistic for a Contaminated Normal
In this paper we derive the Bahadur slope of the t-statistic based on a random sample from contaminated normal distribution, using some results in large deviation theory. We also present a table of Bahadur slopes at various alternatives at several levels of contamination.
Bahadur Slope of the T-Statistic for a Contaminated Normal
In this paper we derive the Bahadur slope of the t-statistic based on a random sample from contaminated normal distribution, using some results in large deviation theory. We also present a table of Bahadur slopes at various alternatives at several levels of contamination.
Bahadur Slope of the T-Statistic for a Contaminated Normal
N. R. Chaganty (author) / J. Sethuraman (author)
1996
11 pages
Report
No indication
English
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