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Removing skewness and kurtosis by transformation when testing for mean equality

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dc.contributor.authorParra-Frutos, Isabel
dc.contributor.authorMolera Peris, Lourdes
dc.contributor.departmentMétodos Cuantitativos para la Economía y la Empresa
dc.date.accessioned2020-12-14T12:53:54Z
dc.date.available2020-12-14T12:53:54Z
dc.date.issued2019-05-10
dc.description.abstractA transformation of the Welch statistic to compare means is proposed to correct skewness and kurtosis of parent populations. The results show that this transformation seems to improve the performance of the test in heavy-tailed distributions more than other transformations focused only on skewness. The proposed test outperforms the Welch test in asymmetric heavy-tailed distributions with high heteroscedasticity and it behaves better than the Johnson’s transformation trimmed mean Welch test in normal, near-normal and light-tailed distributions. It may also be a better option when some of the distributions are heavy-tailed and some light-tailed.es
dc.formatapplication/pdfes
dc.format.extent34es
dc.identifier.citationCommunications in Statistics - Simulation and Computation on 10 May 2019, available online: http://www.tandfonline.com/10.1080/03610918.2019.1610439
dc.identifier.doi10.1080/03610918.2019.1610439
dc.identifier.urihttp://hdl.handle.net/10201/99907
dc.languageenges
dc.publisherTaylor and Francises
dc.relationSin financiación externa a la Universidades
dc.relation.publisherversionhttps://www.tandfonline.com/doi/abs/10.1080/03610918.2019.1610439es
dc.rightsinfo:eu-repo/semantics/openAccesses
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 International*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectKurtosises
dc.subjectSkewnesses
dc.subjectWelch testes
dc.subjectJohnson’s transformationes
dc.subjectHall’s transformationes
dc.titleRemoving skewness and kurtosis by transformation when testing for mean equalityes
dc.typeinfo:eu-repo/semantics/articlees
dspace.entity.typePublicationes
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