A fitted test for the behrens-fisher problem

In 1975, Lee and Gurland proposed a solution to the Behrens-Fisher problem. It had excellent control of size and power and was relatively simple to use. However it requires extensive special tables. This article proposes a modification of this approach. It replaces the tables with easily computed fu...

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Veröffentlicht in:Communications in statistics. Theory and methods 1991-01, Vol.20 (2), p.653-666
Hauptverfasser: Lee, Austin F.S., Fineberg, Naomi S.
Format: Artikel
Sprache:eng
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Zusammenfassung:In 1975, Lee and Gurland proposed a solution to the Behrens-Fisher problem. It had excellent control of size and power and was relatively simple to use. However it requires extensive special tables. This article proposes a modification of this approach. It replaces the tables with easily computed functions of the sample sizes and a standard t table. Control of size and power are equivalent to that obtained by Lee and Gurland. Furthermore, the test is also compared with the Welch's approximate t test and shows better control of size, with similar power curves when sample sizes are at least four from each of the two normal populations.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610929108830521