COMBINING INDEPENDENT t-VARIATES

by Dinesh S. Bhoj and Debashis Kushary.

Abstract: Three simple methods of combining independent t-variates are proposed and are compared among them and with the simple procedure proposed by Weir [1]. It is shown by using theory and simulation studies that these procedures are more accurate than the known simple procedure. The use of one proposed procedure is recommended especially for smaller degrees of freedom of Student's t random variables. Practical example is given to demonstrate the application.

Key Words: Combination of independent tests; comparison of procedures; moments matching; simple procedures; simulation study, standard normal; variance

Authors:
Dinesh S. Bhoj, dbhoj@camden.rutgers.edu
Debashis Kushary, kushary@camden.rutgers.edu

Editor: Debashis Kundu, kundu@iitk.ac.in

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