How robust is the two-sample triangular sequential T-test against variance heterogeneity?

Dieter Rasch, Takuya Yanagida

Research output: Chapter in Book/Report/Conference proceedingsConference contributionpeer-review

Abstract

Reference (Rasch, Kubinger and Moder (2011b). Stat. Pap. 52, 219–231.) [4] showed that in case that nothing is known about the two variances it is better to use the approximate Welch test instead of the two-sample t-test for comparing means of two continuous distributions with existing first two moments. An analogue approach for the triangular sequential t test is not possible because it is based on the first two derivatives of the underlying likelihood functions. Extensive simulations have been done and are reported in this chapter. It is shown that the two-sample triangular sequential t test in most interesting cases holds the type I and type II risks when variances are unequal.

Original languageEnglish
Title of host publicationStatistics and Simulation - IWS 8, Vienna, Austria, September 2015
EditorsJurgen Pilz, Viatcheslav B. Melas, Dieter Rasch, Karl Moder
PublisherSpringer New York LLC
Pages273-282
Number of pages10
ISBN (Print)9783319760346
DOIs
Publication statusPublished - 2018
Event8th International Workshop on Simulation, IWS 2015 - Vienna, Austria
Duration: 21 Sep 201525 Sep 2015

Publication series

NameSpringer Proceedings in Mathematics and Statistics
Volume231
ISSN (Print)2194-1009
ISSN (Electronic)2194-1017

Conference

Conference8th International Workshop on Simulation, IWS 2015
CountryAustria
CityVienna
Period21.09.201525.09.2015

Keywords

  • Comparing expectations
  • t test
  • Triangular sequential t-test
  • Unequal variances
  • Welch test

Fingerprint Dive into the research topics of 'How robust is the two-sample triangular sequential T-test against variance heterogeneity?'. Together they form a unique fingerprint.

Cite this