Use of a preliminary test in comparing two sample means
Use of a preliminary test in comparing two sample means
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使用初步测试来比较两个样本平均值
DOI：
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发表时间：
1981
期刊：
影响因子：
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通讯作者：
D. J. Gans
中科院分区：
文献类型：
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作者：
D. J. Gans
给定来自两个分布的独立样本，需要检验均值的相等性。众所周知，不等方差会使t检验产生偏差，特别是当样本量不同时。Welch检验已被证明可以改善这种偏差。从业者通常首先检验方差的相等性，只有在相等性被拒绝时才使用另一种检验，如韦尔奇的检验。通过模拟，它表明，使用的初步测试并没有完全消除的偏见。这对于正态分布、均匀分布和指数分布都是正确的。
Given independent samples from two distributions it is desired to test equality of means. It is well known that unequal variances can bias the t-test, particularly when the sample sizes differ. Welch's test has been shown to ameliorate this bias. Practitioners often test first for equality of variances, using an alternate test such as Welch's only if equality is rejected. By simulation it is shown that the use of the preliminary test does not remove the bias fully. This is true for normal, uniform, and exponential distributions.