Influence of an Observation on the t-statistic

Kim, Hong-Gie;Kim, Kyung-Hee

  • Published : 2005.08.01


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.


influence function;t statistic


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