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

Willem/Wim Albers, P.C. Boon, W.C.M. Kallenberg

    Research output: Contribution to journalArticleAcademicpeer-review

    3 Citations (Scopus)

    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.
    Original languageUndefined
    Article number10.1016/S0167-7152(98)00018-2
    Pages (from-to)221-227
    Number of pages7
    JournalStatistics & probability letters
    Volume38
    Issue number38
    DOIs
    Publication statusPublished - 1998

    Keywords

    • Two-sample problem
    • Preliminary test
    • One-sample problem
    • T-test
    • METIS-140546
    • MSC-62F03
    • MSC-62F05
    • Asymptotics
    • IR-62413
    • EWI-13166

    Cite this