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Variance reduction in the study of a test concerning the behrens-fisher problem

 

作者: Esteban Vegas,   Jordi Ocaña,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 2000）
卷期: Volume 29, issue 2  

页码: 463-479

 

ISSN:0361-0918

 

年代: 2000

 

DOI:10.1080/03610910008813622

 

出版商: Marcel Dekker, Inc.

 

关键词: Control Variates;Common Random Numbers;Vectorial computing;Parallel computing;Cochran and Cox test

 

数据来源: Taylor

 

摘要:

A simulation case study illustrating the implementation of a variance reduction technique appropriate for dichotomous response variables is presented. In this simulation study, concerning the power of the Cochran and Cox test for the equality of means under possibly unequal variances, variance reductions of around 80% or more are obtained. More importantly, a known property of the Cochran and Cox, its conservative character, is detected thanks to the use of variance reduction.

 

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