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The two-sample t-test with a known ratio of variances

  • Edna Schechtman
  • , Michael Sherman

Research output: Contribution to journalArticlepeer-review

13 Scopus citations

Abstract

We consider the two-sample t-test where error variances are unknown but with known relationships between them. This situation arises, for example, when two measuring instruments average different number of replicates to report the response. In particular we compare our procedure with the usual Satterthwaite approximation in the two sample t-test with variances unequal. Our procedure uses the knowledge of a known ratio of variances while the Satterthwaite approximation assumes only that the two variances are unequal. Simulations show that our procedure has both better size and better power than the Satterthwaite approximation. Finally, we consider an extension of our results to the General Linear Model.

Original languageEnglish
Pages (from-to)508-514
Number of pages7
JournalStatistical Methodology
Volume4
Issue number4
DOIs
StatePublished - 1 Oct 2007

Keywords

  • Behrens-Fisher
  • Satterthwaite
  • Two-sample t-test

ASJC Scopus subject areas

  • Statistics and Probability

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