On the use of the t-statistic in preliminary testing procedures for the Behrens-Fisher problem |
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Authors: | K Wehrhahn J Ogawa |
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Institution: | Department of Mathematics and Statistics, The University of Calgary, Calgary, Canada |
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Abstract: | Preliminary testing procedures for the two means problem traditionally employ the pooled variance t-statistic. In this paper we show that bias of the t-statistic under conditions of heterogeneity of variance may be increased if use of the t-statistic is conditional on an affirmative F-test. For this reason we conclude that use of the t-statistic in preliminary testing procedures is inappropriate. |
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Keywords: | 62F05 Preliminary testing procedures Behrens-Fisher problem |
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