DISTRIBUTION OF STATISTICS IN HYPOTHESES TESTING
Abstract
The article considers the influence of the form of laws of distribution of single observations on quantile of statistics used for statistical hypotheses testing and having chi-square distribution of or Fisher distribution with the normal distribution of individual observations. Through mathematical modeling on the example of four options it is shown that difference of the distribution law as compared to normal law results in a significant change in the value of quantiles. This is equivalent to an unjustified change in the level of significance in the choice of a decision rule.
About the Authors
N. A. Rubichev
Moscow State University of Railway Engineering (MIIT), Moscow, Russia
Russian Federation
Russian Federation
Ph.D. (Eng.), associate professor at the department of Transport electric power engineering
N. B. Seydakhmetov
Moscow State University of Railway Engineering (MIIT), Moscow, Russia
Russian Federation
Ph.D. student
Russian Federation
Ph.D. student
References
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Review
For citations:
Rubichev N.A., Seydakhmetov N.B. DISTRIBUTION OF STATISTICS IN HYPOTHESES TESTING. World of Transport and Transportation. 2015;13(3 (58)):20-31.
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