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The two-sample -test with a known ratio of variances
Authors:Edna Schechtman  Michael Sherman  
Institution:aDepartment of Industrial Engineering and Management, Ben Gurion University of the Negev, Beer Sheva, Israel;bDepartment of Statistics, Texas A&M University, College Station, TX 77843-3143, USA
Abstract:We consider the two-sample t-test where error variances are unknown but with known relationships between them. This situation arises, for example, when two measuring instruments average different number of replicates to report the response. In particular we compare our procedure with the usual Satterthwaite approximation in the two sample t-test with variances unequal. Our procedure uses the knowledge of a known ratio of variances while the Satterthwaite approximation assumes only that the two variances are unequal. Simulations show that our procedure has both better size and better power than the Satterthwaite approximation. Finally, we consider an extension of our results to the General Linear Model.
Keywords:Behrens–  Fisher  Two-sample color:black" href="/science?_ob=MathURL&_method=retrieve&_udi=B7CRS-4N919MY-1&_mathId=mml10&_user=10&_cdi=18002&_rdoc=13&_acct=C000053510&_version=1&_userid=1524097&md5=f7c0fb10f7726bdb9703e8f3ed1faa02" title="Click to view the MathML source"  t-test" target="_blank">alt="Click to view the MathML source">t-test  Satterthwaite
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