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Improvement of the trimmed mean procedure using bootstrap method


Md Yusof, Zahayu and Othman, Abdul Rahman and Syed Yahaya, Sharipah Soaad (2010) Improvement of the trimmed mean procedure using bootstrap method. In: 2nd International Conference on Quantitative Sciences and Its Applications (ICOQSIA 2010), 2 - 4 November 2010, The Gurney Resort Hotel & Residences Penang, Malaysia. (Unpublished)

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Abstract

When the assumptions of normality and homoscedasticity are met, researchers should have no doubt in using classical test such as t-test and ANOVA, to test for the equality of central tendency measures for two and more than two groups, respectively. However, in real life this perfect situation is rarely encountered. When the problem of nonnormality and variance heterogeneity simultaneously arise, rates of Type I error are usually inflated resulting in spurious rejection of null hypotheses. In addition, the classical least squares estimators can be highly inefficient when assumptions of normality are not fulfilled. Thus, by substituting robust measures of location and scale such as trimmed means and Winsorized variances in place of the usual means and variances respectively, tests that are insensitive to the combined effects of nonnormality and variance heterogeneity can be obtained. In this study, we compared the performance of TI statistic using bootstrap methods with the approximate trimmed F statistic (F,). Both statistics used 15% symmetric trimming. The procedures examined generally resulted in good Type I error controlled. The F, statistic shown good controlled of Type I error for balanced design. In contrast the TI statistic gave better controlled of Type I error for the unbalanced design.

Item Type: Conference or Workshop Item (Paper)
Additional Information: Organized by Physical Sciences, UUM College of Arts and Sciences (CAS) Universiti Utara Malaysia
Uncontrolled Keywords: trimming, Type I error, bootstrap
Subjects: Q Science > QA Mathematics
Divisions: College of Arts and Sciences
Depositing User: Mrs. Norazmilah Yaakub
Date Deposited: 20 Feb 2011 09:21
Last Modified: 04 Dec 2016 08:14
URI: http://repo.uum.edu.my/id/eprint/2214

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