Comparison of the robustness of alternatives to the two sample test under non normality distributions through Monte Carlo simulation
Abstract
This work aimed to evaluate the risks of committing type I and type II errors in non normal populations by means of computational simulation and to compare three tests usually applied. It was compared the t test with the approach of the degrees of freedom proposed by Satterthwaite (1946), t with the degrees of freedom given by v = min (n1 - 1, n2 - 1) and bootstrap method under different distributions of probability. Under non normal distribution the t with Satterthwaite adjustment of degrees of freedom and with v = min (n1 - 1, n2 - 1) degrees of freedom did not control type I error probabilities. The bootstrap criterion controlled the type I error rates and presented equivalent power being considered robust with the violation of the normality assumption. The t test under non normal distribution with Satterthwaite adjustment of degrees of freedom with samples of different sizes presented type I error rates greater than the nominal levels.Downloads
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Published
2008-04-22
How to Cite
Silva, R. B. V., & Ferreira, D. F. (2008). Comparison of the robustness of alternatives to the two sample test under non normality distributions through Monte Carlo simulation. Acta Scientiarum. Technology, 24, 1771-1776. https://doi.org/10.4025/actascitechnol.v24i0.2554
Issue
Section
Statistics
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2019CiteScore
36th percentile
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