The Behrens-Fisher Problem: A Z Distribution Approach
Journal Title: Journal of Advances in Mathematics and Computer Science - Year 2017, Vol 21, Issue 1
Abstract
We propose the Z distribution to tackle the Behrens-Fisher problem. First, we define the Z distribution which is a generalization of the t distribution, and then find the pdf and cdf of the Z distribution. After that, we apply the Z distribution in the hypothesis testing of two normal means, where three different assumptions of the variances are considered. The Z distribution is very flexible in the applications in which one statistics that obeys the Z distribution is applicable to all the three assumptions of the variances. Finally, we provide two groups of simulation studies for the hypothesis testing problems of two normal means.
Authors and Affiliations
Ying-Ying Zhang, Teng-Zhong Rong, Man-Man Li
Keywords
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- EP ID EP321906
- DOI 10.9734/BJMCS/2017/31815
- Views 76
- Downloads 0
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