Robust nonparametric inference for the median. (English) Zbl 1057.62035

Summary: We consider the problem of constructing robust nonparametric confidence intervals and tests of hypothesis for the median when the data distribution is unknown and the data may contain a small fraction of contamination. We propose a modification of the sign test (and its associated confidence interval) which attains the nominal significance level (probability coverage) for any distribution in the contamination neighborhood of a continuous distribution. We also define some measures of robustness and efficiency under contamination for confidence intervals and tests. These measures are computed for the proposed procedures.


62G10 Nonparametric hypothesis testing
62G35 Nonparametric robustness


two-sided test
Full Text: DOI arXiv


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