Exact distribution of a modified Behrens–Fisher statistic

DOI10.1080/03610918.2016.1213283zbMath1385.62003OpenAlexW2519894745MaRDI QIDQ4607339

Rui Li, Saralees Nadarajah

Publication date: 13 March 2018

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1213283

zbMATH Keywords

hypergeometric functionsStudent's \(t\) distributionBehrens-Fisher statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15)

Uses Software

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Cites Work

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• Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality
• Modified Nel and van der Merwe test for the multivariate Behrens-Fisher problem.
• The exact distributions of the univariate and multivariate behrens-fisher statistics with a comparison of several solutions in the univariate case
• THE SIGNIFICANCE OF THE DIFFERENCE BETWEEN TWO MEANS WHEN THE POPULATION VARIANCES ARE UNEQUAL

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