A sequential approach to the Behrens-Fisher problem

De Silva, B and Walker, V 2006, 'A sequential approach to the Behrens-Fisher problem', Sequential Analysis, vol. 25, no. 3, pp. 311-326.


Document type: Journal Article
Collection: Journal Articles

Title A sequential approach to the Behrens-Fisher problem
Author(s) De Silva, B
Walker, V
Year 2006
Journal name Sequential Analysis
Volume number 25
Issue number 3
Start page 311
End page 326
Total pages 16
Publisher Taylor and Francis
Abstract This article reexamines the scope of a two-stage methodology for constructing a fixed-width confidence interval for the difference between two independent normal population means. We address directly the problem in a Behrens-Fisher situation, that is, when the variances of the two populations are both unknown and unequal. However, we show that the proposed methodology remains valid when the two variances are equal but unknown. We apply a two-stage procedure to the Behrens-Fisher situation using two approaches. In the first approach, we work with the differences of each observation in the first sample with all observations in the second sample. In the second approach, we work with the differences of paired observations from samples 1 and 2. Next, to overcome the problem of oversampling associated with the two-stage procedures, we apply the bootstrap methodology to modify the two-stage procedures. These methods, with and without bootstrapping, are compared with the help of a large-scale simulation study.
Subject Statistical Theory
Keyword(s) asymptotic analysis
Behrens-Fisher situations
bootstrapping
mixtures of distributions
moderate sample comparisons
simulations
two stage procedure
DOI - identifier 10.1080/07474940600609621
Copyright notice © Taylor and Francis Group, LLC
ISSN 0747-4946
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