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http://dx.doi.org/10.5351/CKSS.2005.12.2.453

Influence of an Observation on the t-statistic  

Kim, Hong-Gie (Department of Statistics, Chonnam National University)
Kim, Kyung-Hee (Quality Management Team, National Statistical Office)
Publication Information
Communications for Statistical Applications and Methods / v.12, no.2, 2005 , pp. 453-462 More about this Journal
Abstract
We derive the influence function on t statistic and find its feature; the influence function on t statistic has two forms depending on the value of ${\mu}_0$. Sample influence functions are used to verify the validity of the derived influence function. We use random samples from normal distribution to show the validity of the function. The simulation study proves that the obtained influence function is very accurate to in estimating changes in t statistic when an observation is added or deleted.
Keywords
influence function; t statistic;
Citations & Related Records
Times Cited By KSCI : 2  (Citation Analysis)
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