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  • 标题:The most efficient linear combination of the Sign and the Maesono tests for p-normal distributions
  • 本地全文:下载
  • 作者:Giuseppe Burgio ; Stefano Patrì
  • 期刊名称:Statistica
  • 印刷版ISSN:1973-2201
  • 出版年度:2011
  • 卷号:71
  • 期号:4
  • 页码:411-420
  • DOI:10.6092/issn.1973-2201/3623
  • 语种:English
  • 出版社:Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
  • 摘要:This paper deals with the Pitman most efficient Gr linear combination of the Sign and the Maesono tests for parent distributions belonging to the p -normal family of densities. The most efficient linear combinations G 2 and G 4 are obtained. It is also shown that G 2 (for leptokurtic p -normal distributions) and G 4 (for platikurtic p -normal distributions) are much more efficient than Student’s t , with a maximum loss of efficiency of about 3,1% in the near proximity of the normal distribution ( p =2).
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