Robust Two-Sample Statistics for Testing Equality of Means: A Simulation Study

James Reed and David Stark

Journal of Applied Statistics, 2004, vol. 31, issue 7, 831-854

Abstract: When testing the equality of the means from two independent normally distributed populations given that the variances of the two populations are unknown but assumed equal, the classical two-sample t-test is recommended. If the underlying population distributions are normal with unequal and unknown variances, either Welch's t-statistic or Satterthwaite's Approximate F-test is suggested. However, Welch's procedure is non-robust under most non-normal distributions. There is a variable tolerance level around the strict assumptions of data independence, homogeneity of variances and normality of the distributions. Few textbooks offer alternatives when one or more of the underlying assumptions are not defensible.

Keywords: Behrens-Fisher Problem; Two Sample t-tests; Adaptive Two-sample Robust Tests (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1080/0266476042000214529

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