A Monte Carlo Study to Assess the Impact of Kurtosis on Statistical Power of Wald-Wolfowitz Test

Ötüken Senger

Abstract


In this study the impact of kurtosis on the statistical power is researched. For this purpose totally twenty distributions are handled. In this study Wald Wolfowitz test is benefitted from in order to examine the impact of kurtosis on the statistical power and the $\alpha$ significance level is determined to be 0.05. The sample sizes used in the study are equal and small sample sizes from (5,5) to (20,20); in addition, the means in the study were taken as follows: while ${\mu}_1=0$, ${\mu}_2=0.5$, ${\mu }_1=0$, ${\mu }_2=1$ and ${\mu }_1=0$, ${\mu }_2=1.5$. As per the results obtained from the study the coefficient of the skewness in the same sample size is held fixed and is taken as 0 and therefore depending on the decrease of the kurtosis coefficient statistical power decreases generally in the sample sizes and for all of the sample sizes it is observed that the statistical power increases in parallel with the increase in the mean of second sample providing that the mean of first sample is fixed.


Full Text: PDF DOI: 10.5539/ijsp.v2n3p61

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International Journal of Statistics and Probability   ISSN 1927-7032(Print)   ISSN 1927-7040(Online)

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