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Biometrika 1974 61(1):39-47; doi:10.1093/biomet/61.1.39
© 1974 by Biometrika Trust
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On the Behrens-Fisher problem

J. PFANZAGL

Mathematics Institute, University of Cologne

A brief survey of the recent literature leads to the conclusion that approximately similar tests for the Behrens-Fisher problem retain their practical relevance. The asymptotie expansion of the power function of Welch's test is compared with the asymptotie expansion of the power functions of other asymptotically similar tests. Finally, it is shown that in the class of all translation invariant tests the Welch test is asymptotically uniformly most powerful against one-sided alternatives

Key Words: Asymptotically optimum test • Behrens-Fisher problem • Similarity • Two-sample problem


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