Journal ArticleDOI
On the Effects of Departure from Normality on the F‐Ratios in a Nested Random Effect Model by Mixture of Normals
W. Y. Tan,S. P. Wong +1 more
TLDR
In this article, the authors consider the effects of departure from normality on the classical JT-tests for variance components and show that the departure has little effect on the type 1 error and the power function.Abstract:
In this paper we consider the following nested random effect model
where the αi's, the βij's and the eijk are independent random variables. By assuming that these variables follow a mixture of two normal densities, we study the effects of departure from normality on the classical JT-tests for variance components. It is shown that the departure from normality has little effects on the type 1 error and the power function; this indicates that the classical F-tests are quite robust with respect to departure from normality.read more
References
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Journal ArticleDOI
A bayesian approach to some outlier problems.
George E. P. Box,George C. Tiao +1 more
TL;DR: The problem of outlying observations is considered from a Bayesian viewpoint and the linear model is considered, which assumes that a good observation is normally distributed about its mean with variance o.2, and a bad one is normal with the same mean but a larger variance.
Journal ArticleDOI
Approximating the general non-normal variance-ratio sampling distributions
TL;DR: In this article, the Laguerre series expansions of the frequency distributions of the 'non-normal' variance-ratios used for testing the homogeneity of a set of means in case of oneway classification for analysis of variance with non-identical group to group error distributions were developed.
Journal ArticleDOI
On the Robustness of Some Tests of Significance in Sampling from a Compound Normal Population
TL;DR: In this paper, the behavior of some tests of significance in sampling from a mixture of two normal populations was examined, and three particular cases were considered: (i) one-sample t-test, (ii) analysis-of-variance test for the equality of two or more means and (iii) analysis of variance test for regression coefficient being zero.