Comparison of Local Powers of Some Exact Tests for a Common Normal Mean with Unequal Variances
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2020-05-20
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YEHENEW G. KIFLE, ALAIN M. MOLUH AND BIMAL K. SINHA, Comparison of Local Powers of Some Exact Tests for a Common Normal Mean with Unequal Variances, United States Census Bureau (2020), https://www.census.gov/library/working-papers/2020/adrm/RRS2020-02.html
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Public Domain Mark 1.0
This is a work of the United States Government. In accordance with 17 U.S.C. 105, no copyright protection is available for such works under U.S. Law.
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Abstract
The inferential problem of drawing inference about a common mean µ of several independent normal populations with unequal variances has drawn universal attention, and there are many exact tests for testing a null hypothesis H0 : µ = µ0 against two-sided alternatives. In this paper we provide a review of their local powers and a comparison. It turns out that, in the case of equal sample size, a uniform comparison and ordering of the exact tests based on their local power can be carried out even when the variances are unknown.