Document Type : Research Paper


Department of Economics, University of Patras, Greece.


Neutrosophic statistics are used when one is dealing with imprecise and indeterminate data or parameters. In the present paper we propose a method for performing a neutrosophic Student’s t –type of statistical test that concerns the population mean when data arise from an autoregressive process of order 1 (AR(1)). In classical statistics data obtained through this process are not independent when the autocorrelation coefficient of the process is not equal to 0, and hence the usual Student’s t distribution is inadequate for inferring about the population mean; however a result obtained in earlier literature states that a Student’s t –type of statistic, which is asymptotically normally distributed, can be used instead. Our method is based on the neutrosophic version of this result and it is implemented using simulated data.


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