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1. 1. Self-Normalized Sums and Directional Conclusions

   Författare :Fredrik Jonsson; Allan Gut; Josef Steinebach; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Self-normalized sums; heavy-tailedness; Student s t-statistic; distributional symmetry; exponential tilting; directional conclusions; reversal rates; multiple statistical inference; the Benjamini-Hochberg procedure;

   Sammanfattning : This thesis consists of a summary and five papers, dealing with self-normalized sums of independent, identically distributed random variables, and three-decision procedures for directional conclusions. In Paper I, we investigate a general set-up for Student's t-statistic. LÄS MER