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Robustness of the two-sample t-test umdeh violations of the homogeneity of farjance assumptioi
Authors:Harry O Posten  Hon Cheng Yeh  Donald B Owen
Affiliation:1. Department of Statistics , University of Connecticut , Storre, Connecticut, 06268;2. Department of Statistics Southern Methodist , University Dallas , Texas, 15215
Abstract:When the two-sample t-test has equal sample slies, it is widely considered to be a robust procedure (with respect to the significaoce level) under violatioa of the assuaptioo of equal variances. This paper is coa-earned with a quantification of the amount of robustness which this procedure has under such violations, The approach is through the concept of "religion of robustness" and the resluts show an extremely strong degree of robustness for the equal an extremely strong degree of robustness for the equal sample size t-test, probably more so than most statistyicians realise. This extremely high level of robustness, however, reduces quickly as the sample sizes begin to vary from equality. The regions of robustnes obtained show that while most users would likely be satisfied with the degree of robustness inherent when the two sample sizes each vary by 10% from equality, most would wish to be much more cautions when the variation is 20%. The study covers sample sizes n1 -= n 2 = 5(5)30(10)50 plus 10% and 20% variations thereof for the two-tailed test and nominal significance levels of 0.01 and 0.05.
Keywords:Student's tests robustness  type 1 error
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