Solutions to the Behrens-Fisher problem.
Publication/Presentation Date
3-1-2003
Abstract
When testing the equality of the means from two independent normally distributed populations given that the variances of the two populations are unknown but assumed equal the classical Student's two sample t-test is recommended. If the underlying population distributions are normal with unequal and unknown variances, either Welch's t-statistic or Satterthwaite's Approximate F test is suggested. However, Welch's procedure is non-robust under most non-normal distributions. There is a variable tolerance level around the strict assumptions of data independence, homogeneity of variances, identically and normal distributions. Few textbooks offer alternatives when one or more of the underlying assumptions are not defensible. We have developed an executable FORTRAN code for producing the statistics suggested by Cressie and Whitford, Yuen and Dixon, and Yuen. An executable FORTRAN is available from the author on request (e-mail only).
Volume
70
Issue
3
First Page
259
Last Page
263
ISSN
0169-2607
Published In/Presented At
Reed J. F., 3rd (2003). Solutions to the Behrens-Fisher problem. Computer methods and programs in biomedicine, 70(3), 259–263. https://doi.org/10.1016/s0169-2607(02)00021-4
Disciplines
Medicine and Health Sciences
PubMedID
12581558
Department(s)
Department of Medicine
Document Type
Article