Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151133 | Statistical Methodology | 2007 | 7 Pages |
Abstract
We consider the two-sample tt-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 tt-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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Edna Schechtman, Michael Sherman,