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A Test of Equality of Two Normal Population Means and Variances

 

作者: S.K. Perng,   RamonC. Littell,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1976）
卷期: Volume 71, issue 356  

页码: 968-971

 

ISSN:0162-1459

 

年代: 1976

 

DOI:10.1080/01621459.1976.10480978

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

LetX1, …,XmandY1, …,Ynbe two independent random samples from normal populationsN(μ1, σ12) andN(μ2, σ22), respectively. The statistical problem is to testH0: μ1= μ2and σ12= σ22againstHa: μ1≠ μ2or σ12≠ σ22. Using Fisher's method of combining two independent test statistics, we suggest a test and prove that it is asymptotically optimal in the sense of Bahadur efficiency.

 

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