The two-sample trimmed t for unequal population variances

doi:10.1093/biomet/61.1.165

Biometrika 1974 61(1):165-170; doi:10.1093/biomet/61.1.165
© 1974 by Biometrika Trust

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The two-sample trimmed t for unequal population variances

KAREN K. YUEN

Department of Biomathematics, University of California Los Angeles

The effect of nonnormality on the Weleh approximate degreesof freedom t test is demonstrated. A two-sample trimmed t statisticfor unequal population variances is proposed and its performanceis also evaluated in comparison to the Welch t test under normalityand under long-tailed distributions. If the underlying distributionsis long-tailed or contaminated with outliers, the trimmed tis strongly recommended.

Key Words: Behrens-Fisher problem • Robust test • t distribution • Trimming • Winsorization

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