A note on a two-sample T test with one variance unknown

被引:11
|
作者
Peng, Liqian [2 ]
Tong, Tiejun [1 ]
机构
[1] Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China
[2] Univ Colorado, Dept Phys, Boulder, CO 80309 USA
关键词
Behrens-Fisher; Bias correction; Welch-Satterthwaite approximation; Student's t distribution; Type I error;
D O I
10.1016/j.stamet.2011.07.001
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This note revisits Maity and Sherman's two-sample testing problem with one variance known but the other one unknown [A. Maity, M. Sherman, The two-sample t test with one variance unknown, The American Statistician 60 (2006) 163-166]. Inspired by the fact that the number of degrees of freedom used in their testing method is overestimated, we propose in this note a new testing method by introducing an unbiased estimator of the number of degrees of freedom. Simulation studies indicate that the proposed testing method provides a more accurate control than Maity and Sherman's method. (C) 2011 Elsevier B.V. All rights reserved.
引用
收藏
页码:528 / 534
页数:7
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