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Consequences of assumption violations of selected statistical methods
Marcinko, Tomáš ; Blatná, Dagmar (advisor) ; Malá, Ivana (referee) ; Lukáš, Ladislav (referee)
Classical parametric methods of statistical inference and hypothesis testing are derived under fundamental theoretical assumptions, which may or may not be met in real world applications. However, these methods are usually used despite the violation of their underlying assumptions, while it is argued, that these methods are quite insensitive to the violation of relevant assumptions. Moreover, alternative nonparametric or rank tests are often overlooked, mostly because these methods may be deemed to be less powerful then parametric methods. The aim of the dissertation is therefore a description of the consequences of assumption violations concerning classical one-sample and two-sample statistical methods and a consistent and comprehensive comparison of parametric, nonparametric and robust statistical techniques, which is based on extensive simulation study and focused mostly on a normality and heteroscedasticity assumption violation. The results of the simulation study confirmed that the classical parametric methods are relatively robust, with some reservations in case of outlying observations, when traditional methods may fail. On the other hand, the empirical study clearly proved that the classical parametric methods are losing their optimal properties, when the underlying assumptions are violated. For example, in many cases of non-normality the appropriate nonparametric and rank-based methods are more powerful, and therefore a statement, that these methods are unproductive due to their lack of power may be considered a crucial mistake. However, the choice of the most appropriate distribution-free method generally depends on the particular form of the underlying distribution.
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