Feasibility Study on the Determination of Regions of Robustness in the Pearson System by Monte Carlo Techniques

摘要

The feasibility of determining 'regions of robustness' of the t-test (with respect to deviations from normality within the Pearson system) by Monte Carlo techniques is investigated. A computer program for this purpose has been written and run using a high-speed digital computer. This study evaluates the quantity of computer time required to perform a large scale Monte Carlo study for both the single-sample and two-sample t-test problems. A detailed description of the evaluation is presented and estimates of the pertinent computer times are given. (Author)