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|Title:||Sensitivity analysis of the t-distribution under truncated normal populations|
|Publisher:||TAYLOR & FRANCIS LTD|
|Citation:||JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 79(5), 723-729|
|Abstract:||In recent literature, the truncated normal distribution has been used to model the stochastic structure for a variety of random structures. In this paper, the sensitivity of the t-random variable under a left-truncated normal population is explored. Simulation results are used to assess the errors associated when applying the student t-distribution to the case of an underlying left-truncated normal population. The maximum errors are modelled as a linear function of the magnitude of the truncation and sample size. In the case of a left-truncated normal population, adjustments to standard inferences for the mean, namely confidence intervals and observed significance levels, based on the t-random variable are introduced.|
|Appears in Collections:||Article|
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