Four improved statistics for contrasting means by correcting skewness and kurtosis.

@article{Yanagihara2005FourIS,
  title={Four improved statistics for contrasting means by correcting skewness and kurtosis.},
  author={Hirokazu Yanagihara and Ke-Hai Yuan},
  journal={The British journal of mathematical and statistical psychology},
  year={2005},
  volume={58 Pt 2},
  pages={209-37}
}
This paper is concerned with removing the influence of non-normality in the classical t-statistic for contrasting means. Using higher-order expansion to quantify the effect of non-normality, four corrected statistics are provided. Two aim to correct the mean bias and two to correct the overall distribution. The classical t-statistic is also robust against non-normality when the observed variables satisfy certain structures. A special case is when the marginal distributions of the contrast are… CONTINUE READING