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논문 기본 정보

자료유형
학술저널
저자정보
Chanseok Park (Pusan National University) Min Wang (The University of Texas at San Antonio) Wook-Yeon Hwang (Dong-A University)
저널정보
대한산업공학회 Industrial Engineering & Management Systems Industrial Engineering & Management Systems Vol.19 No.2
발행연도
2020.6
수록면
386 - 397 (12page)
DOI
10.7232/iems.2020.19.2.386

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초록· 키워드

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The paired sample t-test is one of the widely-used statistical procedures for comparing the equality of the means of the two paired populations. The basic underlying assumption of the test is that observations are normally distributed and uncontaminated, whereas this assumption is easily violated in practice, which could result in an improper effect on the result. There exist other paired sample tests without the assumption so that extensive comparisons among them in terms of robustness can be a guideline for practitioners. In this regard, we investigate the robustness properties of several widely-used paired sample tests and evaluate these tests by comparing their performances under the possibility of (i) data contamination and (ii) normal model departure. These tests include the paired sample t-test, Wilcoxon test, Yuen’s t-test, and two robustified t-tests. It is shown that the robustified t-tests perform well even when the basic underlying assumption is valid, and clearly outperform the other tests in the case of data contamination and normal model departure as well.

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ABSTRACT
1. INTRODUCTION
2. REVIEW ON THE ROBUSTIFIED t-TEST STATISTICS
3. A REAL EXAMPLE
4. SIMULATION FOR EVALUATING ROBUSTNESS TO DATA CONTAMINATION
5. SIMULATION FOR EVALUATING ROBUSTNESS TO MODEL DEPARTURE FROM THE NORMALITY
6. CONCLUDING REMARKS
REFERENCES

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