INVESTIGATION FOR THE ROBUSTNESS OF SIGNIFICANCE LEVEL WHEN THE NORMALITY ASSUMPTION IN HYPOTHESIS TESTS IS VIOLATED

Mehmet Niyazi ÇANKAYA; Abdullah YALÇINKAYA; Ömer ALTINDAĞ; Yetkin TUAÇ

Makale detayları

INVESTIGATION FOR THE ROBUSTNESS OF SIGNIFICANCE LEVEL WHEN THE NORMALITY ASSUMPTION IN HYPOTHESIS TESTS IS VIOLATED

Yazarlar:

Mehmet Niyazi ÇANKAYA | Abdullah YALÇINKAYA | Ömer ALTINDAĞ | Yetkin TUAÇ

Yayıncı:

Gazi University

Dergi:

Gazi University Journal of Science 2017 Vol.30 Issue 2, pp.247-259

Belge Tipi:

Makale

Yayın Tarihi:

6/2017

Belge Dili:

Türkçe

Document ID (Org No.):

2000428474

eISSN:

2147-1762

Özet:

 

Many of the test statistics which used to test H:θ=θ0H:θ=θ0H:\theta=\theta_0 are constructed under a postulated model. However, when the postulated model is not correct, the true significance level α′α′\alpha^{'} will be different than the significance level of the postulated model αα\alpha. The significance level αα\alpha is used in the test statistic whether or not the hypothesis is rejected or not rejected, so determining the true significance level is important in the hypothesis tests. In this paper, when the normality assumption in hypothesis tests is violated, the true significance level for testing hypothesis about the location μμ\mu and scale σσ\sigma parameters under different contaminated distributions is obtained. As a result, the robustness of significance levels  is investigated.

Makale detayları

INVESTIGATION FOR THE ROBUSTNESS OF SIGNIFICANCE LEVEL WHEN THE NORMALITY ASSUMPTION IN HYPOTHESIS TESTS IS VIOLATED

Yazarlar: Mehmet Niyazi ÇANKAYA | Abdullah YALÇINKAYA | Ömer ALTINDAĞ | Yetkin TUAÇ

Yayıncı: Gazi University

Dergi: Gazi University Journal of Science 2017 Vol.30 Issue 2, pp.247-259

Belge Tipi: Makale

Yayın Tarihi: 6/2017

Belge Dili: Türkçe

Document ID (Org No.): 2000428474

eISSN: 2147-1762

Sayı

Yazarlar:

Mehmet Niyazi ÇANKAYA | Abdullah YALÇINKAYA | Ömer ALTINDAĞ | Yetkin TUAÇ

Yayıncı:

Gazi University

Dergi:

Gazi University Journal of Science 2017 Vol.30 Issue 2, pp.247-259

Belge Tipi:

Makale

Yayın Tarihi:

6/2017

Belge Dili:

Türkçe

Document ID (Org No.):

2000428474

eISSN:

2147-1762