TY - JOUR
T1 - A note on a two-sample T test with one variance unknown
AU - Peng, Liqian
AU - Tong, Tiejun
N1 - Copyright:
Copyright 2011 Elsevier B.V., All rights reserved.
PY - 2011/11
Y1 - 2011/11
N2 - 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.
AB - 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.
KW - Behrens-Fisher
KW - Bias correction
KW - Student's t distribution
KW - Type I error
KW - Welch-Satterthwaite approximation
UR - http://www.scopus.com/inward/record.url?scp=80052667050&partnerID=8YFLogxK
U2 - 10.1016/j.stamet.2011.07.001
DO - 10.1016/j.stamet.2011.07.001
M3 - Journal article
AN - SCOPUS:80052667050
SN - 1572-3127
VL - 8
SP - 528
EP - 534
JO - Statistical Methodology
JF - Statistical Methodology
IS - 6
ER -