Search Results for author: Anton Alyakin

Found 2 papers, 2 papers with code

LqRT: Robust Hypothesis Testing of Location Parameters using Lq-Likelihood-Ratio-Type Test in Python

1 code implementation27 Nov 2019 Anton Alyakin, Yichen Qin, Carey E. Priebe

To the extent that the robustness of the Wilcoxon test (minimum asymptotic relative efficiency (ARE) of the Wilcoxon test vs the t-test is 0. 864) suggests that the Wilcoxon test should be the default test of choice (rather than "use Wilcoxon if there is evidence of non-normality", the default position should be "use Wilcoxon unless there is good reason to believe the normality assumption"), the results in this article suggest that the LqRT is potentially the new default go-to test for practitioners.

Methodology

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