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  • A test for the Behrens-Fish...
    Chen, Chao; Li, Yilin; Liang, Keqing; Du, Jinlin

    Communications in statistics. Theory and methods, 09/2023, Volume: 52, Issue: 18
    Journal Article

    A practical solution based on the method of variance estimates recovery is proposed for the Behrens-Fisher problem. Unlike the classical solution, the proposed test is not based on the central limit theorem and, therefore, it can control Type I error well for small or moderate sample sizes. In this sense, it performs better than the most commonly used Welch's approximate t-test, which may be liberal for small or moderate sample sizes. On the other hand, the powers of the proposed test appears to be close to that of the Welch's approximate t-test and better than those of the Fisher's solution and the generalized p-value solution; the latter two have no fixed p-value and need to simulate. The proposed test has a meaningful interpretation within and not just across experiments. It can be a competitive alternative solution.