Testing the equality of several means when the population variances are unequal

A comparative study is made of three tests, developed by James (1951), Welch (1951) and Brown & Forsythe (1974). James presented two methods of which only one is considered in this paper. It is shown that this method gives better control over the size than the other two tests. None of these methods is uniformly more powerful than the other two. In some cases the tests of James and Welch reject a false null hypothesis more often than the test of Brown & Forsythe, but there are also situations in which it is the other way around.

We conclude that for implementation in a statistical software package the very complicated test of James is the most attractive. A practical disadvantage of this method can be overcome by a minor modification.