Abstract
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.
Original language | English |
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Pages (from-to) | 528-534 |
Number of pages | 7 |
Journal | Statistical Methodology |
Volume | 8 |
Issue number | 6 |
DOIs | |
Publication status | Published - Nov 2011 |
Scopus Subject Areas
- Statistics and Probability
User-Defined Keywords
- Behrens-Fisher
- Bias correction
- Student's t distribution
- Type I error
- Welch-Satterthwaite approximation