Question

Use Monte Carlo simulation to investigate whether the empirical Type I error rate of the t-test is approximately equal to the nominal significance level α, when the sampled population is non-normal. The t-test is robust to mild departures from normality. Discuss the simulation results for the cases where the sampled population is

(1)  χ2(1)

(2) Kernel density estimates using a Gaussian kernel with bandwidth h.

use R software

Answer 1