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The generalized likelihood ratio test for the Behrens–Fisher problem

 

作者: Trevor F. Cox,   Khalifa H. Jaber,  

 

期刊: Journal of Applied Statistics  (Taylor Available online 1990)
卷期: Volume 17, issue 1  

页码: 63-71

 

ISSN:0266-4763

 

年代: 1990

 

DOI:10.1080/757582648

 

出版商: Carfax Publishing Company

 

数据来源: Taylor

 

摘要:

A solution is suggested for the Behrens-Fisher problem of testing the equality of the means from two normal populations where variances are unknown and not assumed equal, by considering an adaption of the generalized likelihood ratio test. The test developed and called the adjusted likelihood ratio test has size close to the nominal significance level and compares favourably with regard to size and power to the Welch-Aspin test. An asymptotic result shows the connection between the generalized likelihood ratio test and the most commonly used test statistic for the Behrens-Fisher problem.

 

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