@inproceedings{e80f6a823908458bb24269b52154d350,

title = "How robust is the two-sample triangular sequential T-test against variance heterogeneity?",

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.",

keywords = "Comparing expectations, t test, Triangular sequential t-test, Unequal variances, Welch test",

author = "Dieter Rasch and Takuya Yanagida",

year = "2018",

doi = "10.1007/978-3-319-76035-3_19",

language = "English",

isbn = "9783319760346",

series = "Springer Proceedings in Mathematics and Statistics",

publisher = "Springer New York LLC",

pages = "273--282",

editor = "Jurgen Pilz and Melas, {Viatcheslav B.} and Dieter Rasch and Karl Moder",

booktitle = "Statistics and Simulation - IWS 8, Vienna, Austria, September 2015",

note = "8th International Workshop on Simulation, IWS 2015 ; Conference date: 21-09-2015 Through 25-09-2015",

}