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A Note on Testing Hypotheses about Trimmed Means
Author(s) -
Wilcox Rand R.
Publication year - 1996
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710380205
Subject(s) - type i and type ii errors , statistical hypothesis testing , statistics , truncated mean , computer science , econometrics , skewness , mathematics , estimator
A well known result is that skewness can cause problems when testing hypotheses about measures of location, particulary when a one‐sided test is of interest. Wilcox (1994) reports both theoretical and simulation results showing that when testing hypotheses about trimmed means, control over Type I error probabilities can be substantially better than methods for means. However, at least in some situations, control over the probability of a Type I error might still be judged to be inadequate. One way of adressing this concern is to combine trimmed means with the bootsrap method advocated by Westfall and Yuong (1993). This note reports simulation results indicating that there are situations where substantial improvements over Type I error probabilities are indeed obtained.