Abstract
This article studies the non null distribution of the two-sample t-statistic, or Welch statistic, under non normality. The asymptotic expansion of the non null distribution is derived up to n-1, where n is the pooled sample size, under general conditions. It is used to compare the power with that obtained by normal theory method. A simple technique is recommended to achieve more power through a monotone transformation in practice.
| Original language | English |
|---|---|
| Pages (from-to) | 1915-1921 |
| Number of pages | 7 |
| Journal | Communications in Statistics - Theory and Methods |
| Volume | 39 |
| Issue number | 11 |
| DOIs | |
| State | Published - Jan 2010 |
Keywords
- Asymptotic expansion
- Characteristic function
- Power
- Two-sample t-statistic
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