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Power Comparisons of Solutions to the Behrens - Fisher Problem
by
K K Saxena
CCSHAU, Hisar, Haryana, India
Coauthors: Pradeep Singh (Penn State, Erie, PA, USA), O.P. Srivastava (IIM, Indore, India)
The problem which arises, when testing the equality of means from two independent normal populations without the assumption os equality of vaiances, is known as Behrens - Fisher problem. Several approximations for the Behrens - Fisher problem have been proposed and evaluated with respect to type I and type II error rates. Saxena and Sivastava (1996) had developed a competitor test to the usual T-test by using the Jacknife estimator of the common population variance. This test can be used as an alternative to the Behrens - Fisher problem. In this paper powers of two commonly used tests, Welch - Satterthwaite test and Cochran - Cox test, have been compared to Saxena - Srivastava test empirically.
Date received: October 15, 2000
Copyright © 2000 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cafr-53.