Testing equality of two normal means using a variance pre-test

Willem Albers, Pieta C. Boon and Wilbert C. M. Kallenberg

Statistics & Probability Letters, 1998, vol. 38, issue 3, 221-227

Abstract: Since the two-sample t-test presupposes equality of variances, often a preliminary F-test is advised to check this assumption. However, very large sample sizes are necessary before this procedure behaves in a satisfactory manner. In the present note this phenomenon is explained using second-order asymptotics. Simple and accurate expressions are derived relating the sample sizes required to the underlying parameters.

Keywords: One-sample; problem; Two-sample; problem; t-test; Preliminary; test; Asymptotics (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (1)

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