Which of the Following Statements Are Not True?
A) When $\mu$

question 33

Multiple Choice

Which of the following statements are not true?

• A) When the underlying distribution being sampled has "heavy tails"; that is, when observed values lying far from population mean \(\mu\)
• Are relatively more likely than they are when the distribution is normal, the t test can perform poorly.
• B) If the asymptotic relative efficiency (ARE) of one test with respect to a second equals .50, then when sample sizes are large, twice as large a sample size will be required of the first test to perform as well as the second test.
• C) When the underlying distribution is normal, the asymptotic relative efficiency of the Wilcoxon signed-rank test with respect to the t test is approximately .95.
• D) For any distribution, the asymptotic relative efficiency will be at least .86, and for many distributions it will be much greater than 2.
• E) All of the above statements are true.

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