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

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.

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Year of publication:	1998
Authors:	Albers, Willem ; Boon, Pieta C. ; Kallenberg, Wilbert C. M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 38.1998, 3, p. 221-227
Publisher:	Elsevier
Keywords:	One-sample problem Two-sample problem t-test Preliminary test Asymptotics

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259047