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

โœ Scribed by Willem Albers; Pieta C. Boon; Wilbert C.M. Kallenberg

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
399 KB
Volume
38
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

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. (~) 1998 Elsevier Science B.V. All rights reserved

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