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### Assessments of “Approximately Normal” for t-tests

I am testing equality of means using Welch's t-test. The underlying distribution is far from normal (more skewed than the example in a related discussion here). I can obtain more data but would like ...
An univariate autoregressive process AR(p) process is expressed as $$y(n) = \sum_{j=1}^p a_jy(n-j) + u(n)$$ is excited by Gaussian sequence, $u$. Paper : On the Computation of the Cramer-Rao Bound ...