A neutrosophic Student’s t –type of statistic for AR (1) random processes

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.