Student's t-test without symmetry conditions

Iosif Pinelis

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arXiv · math/0606160

Student's t-test without symmetry conditions

Iosif Pinelis

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Abstract

An explicit representation of an arbitrary zero-mean distribution as the mixture of (at-most-)two-point zero-mean distributions is given. Based in this representation, tests for (i) asymmetry patterns and (ii) for location without symmetry conditions can be constructed. Exact inequalities implying conservative properties of such tests are presented. These developments extend results established earlier by Efron, Eaton, and Pinelis under a symmetry condition.

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Iosif Pinelis. 2006-06-07. Student's t-test without symmetry conditions. https://arxiv.org/abs/math/0606160

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