A note on a two-sample T test with one variance unknown

Liqian Peng, Tiejun Tong*

*Corresponding author for this work

Research output: Contribution to journalJournal articlepeer-review

13 Citations (Scopus)

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 languageEnglish
Pages (from-to)528-534
Number of pages7
JournalStatistical Methodology
Volume8
Issue number6
DOIs
Publication statusPublished - 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

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