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ON THE DISTRIBUTION OF THE UNPAIRED t ‐STATISTIC WITH PAIRED DATA
Author(s) -
PROSCHAN MICHAEL A.
Publication year - 1996
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/(sici)1097-0258(19960530)15:10<1059::aid-sim219>3.0.co;2-2
Subject(s) - statistic , statistics , distribution (mathematics) , computer science , mathematics , mathematical analysis
I derive the exact distribution of the unpaired t ‐statistic computed when the data actually come from a paired design. I use this to prove a result Diehr et al. obtained by simulation, namely that the type I error rate of this procedure is no greater than α regardless of the sample size. I provide a formula to use in computation of power and type I error rate.