Hostname: page-component-586b7cd67f-2plfb Total loading time: 0 Render date: 2024-11-30T20:03:50.186Z Has data issue: false hasContentIssue false
  • English
  • Français

Tests for the Scale Parameter of the Truncated Normal

Published online by Cambridge University Press:  20 November 2018

Irwin Guttman
Irwin Guttman*
Affiliation:
McGill University
Rights & Permissions [Opens in a new window]

Extract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

This paper continues the work begun in [l] and examines the loss of power when using tests based on the assumption that the variable being sampled has a “complete” normal distribution, when in fact, sampling is from a symmetrically truncated distribution. The hypothesis considered here is the one - sided test for the variance of a normal distribution. Some tables have been computed and they show that appreciable losses in size occur. Some loss occurs in the power too, but this decreases with the alternative value of the variance and the degree of truncation.

Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 3 , Issue 3 , 01 September 1960 , pp. 225 - 236
Copyright
Copyright © Canadian Mathematical Society 1960

References

1. Aggarwal, Om. P. and Irwin, Guttman, Truncation and tests of hypotheses, Ann. Math. Statist. 30(1959), 230-238.Google Scholar
2. Birnbaum, Z. W. and Andrews, F. C., On sums of symmetrically truncated normal random variables, Ann. Math. Statist. 20 (1949), 458-461.Google Scholar
3. Irwin, Guttman, Tables of the Cumulative Distribution Function of Pseudo Chi-Squares, n = 1, 2, 3 and 4, unpublished.Google Scholar