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Comparing two independent groups: A test based on a one-step M-estimator and bootstrap-t

Authors


A. Fırat Özdemir, Dokuz Eylül Üniversitesi, Fen Fakültesi İstatistik Bölümü Tınaztepe Yerleşkesi 35160 Buca/İzmir, Turkey (e-mail: firat.ozdemir@deu.edu.tr).

Abstract

A new test is proposed for the problem of comparing two independent groups in terms of some measure of location. The proposed test (inline image) uses a one-step M-estimator and a bootstrap-t method with the procedure proposed by Özdemir and Kurt (2006). Eight methods were compared in terms of actual Type I error and power when the underlying distributions differ in skewness and kurtosis under heterogeneity of variances. For the 21 theoretical distributions, the Yuen test with the bootstrap-t method was the most favourable, followed by inline image test. For the five real data sets, the proposed inline image test and percentile bootstrap method with the one-step M-estimator performed best.

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