Comparison of Local Powers of Some Exact Tests for a Common Normal Mean with Unequal Variances

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https://link.springer.com/chapter/10.1007/978-981-16-1368-5_6

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https://doi.org/10.1007/978-981-16-1368-5_6
 http://hdl.handle.net/11603/32802

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UMBC Mathematics and Statistics Department

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https://orcid.org/0000-0002-5583-6601

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2021-09-01

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book chapters
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Kifle, Yehenew G., and Bimal K. Sinha. “Comparison of Local Powers of Some Exact Tests for a Common Normal Mean with Unequal Variances.” In Strategic Management, Decision Theory, and Decision Science: Contributions to Policy Issues, edited by Bikas Kumar Sinha and Srijib Bhusan Bagchi, 75–85. Singapore: Springer, 2021. https://doi.org/10.1007/978-981-16-1368-5_6.

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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 both-sided alternatives. In this paper, we provide a review of their local power 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.