Dergiler / Hacettepe Journal of Mathematics and Statistics / 2017 / Cilt: 46 - Sayı: 6

Autocorrelation corrected standard error for two sample t-test under serial dependence

Sayfa
1199–1210
Yayın Tarihi
2022-10-18
DOI
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

Results based upon the simulation show that the proposed standard errors gives higher empirical power than other approaches.

📌 3 Maddede Bu Makale

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Amaç & Hipotez:The classical two-sample t-test assumes that observations are independent.
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Temel Bulgular & Veri:A violation of this assumption could lead to inaccurate results and incorrectly analyzing data leads to erroneous statistical inferences.
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Sonuç & Katkı:Results based upon the simulation show that the proposed standard errors gives higher empirical power than other approaches.
🔬Tür:Araştırma Makalesi
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Hypothesis testing · Two sample tests · t-test

Abstract

The classical two-sample t-test assumes that observations are independent. A violation of this assumption could lead to inaccurate results and incorrectly analyzing data leads to erroneous statistical inferences. However, in real life applications, data are often recorded over time and serial correlation is unavoidable. In this study, two new autocorrelation corrected standard errors are proposed for independent and correlated samples. These standard errors are replaced by the classical standard error in the presence of serially correlated samples in two samples t-test. Results based upon the simulation show that the proposed standard errors gives higher empirical power than other approaches.

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Bu Makaleye Atıf Yap

YILMAZ, A. E., AKTAŞ, S. (2022). Autocorrelation corrected standard error for two sample t-test under serial dependence. Hacettepe Journal of Mathematics and Statistics, Cilt: 46 - Sayı: 6, 1199–1210. https://ajindex.com/articles/529951

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Kaynakça (7)

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