Type I error and power rates of robust methods with variable trimmed mean
| dc.contributor.author | Md Yusof, Zahayu | |
| dc.date.accessioned | 2015-07-30T01:34:47Z | |
| dc.date.available | 2015-07-30T01:34:47Z | |
| dc.date.issued | 2010 | |
| dc.description.abstract | The effects of nonnormality and heteroscedasticity on the T1 and trimmed F (Ft) test statistics were investigated using two methods of trimming namely the proposed automatic trimmed mean and the typical fixed amount of trimming. These are typical problems in any test of equality of central tendency measure. For each test statistic, three automatic trimming procedures using different scale estimators MADn, Tn, and LMSn, and a fixed trimmed mean procedure were examined for their robustness via Type I error and power rates. To identify the robustness of each procedure, several variables were manipulated such as number of groups, balanced and unbalanced sample sizes, variance heterogeneity, pairing of group variances and group sample sizes, and types of distributions. The fmdings show that when automatic trimming using LMSn was applied on F1 statistic under the condition of extremely skewed distribution with homogeneous variance cases, the performance of Type I error is very convincing. For normal-tailed distributions and heterogeneous variances, the T1 statistic with automatic trimming using Tn performed reasonably well. With regard to power, the automatic trimming is able to produce high power rates especially for the conditions of unequal sample sizes and homogeneous variances. By means of automatic trimming, the performance of Ft statistic is better than the T1 statistic simultaneously in terms of Type I error and power rates for homogeneous variances and unequal sample sizes. For other conditions, fixed trimmed mean is still favorable. Keywords: Robust statistics, Type I error, power, robust scale estimators, skewed distributions | en_US |
| dc.identifier.uri | http://hdl.handle.net/123456789/907 | |
| dc.language.iso | en | en_US |
| dc.subject | Power rates | en_US |
| dc.subject | Variable trimmed | en_US |
| dc.title | Type I error and power rates of robust methods with variable trimmed mean | en_US |
| dc.type | Thesis | en_US |
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