Variance reduction in the study of a test concerning the behrens-fisher problem

DOI10.1080/03610910008813622zbMATH Open0968.62507OpenAlexW2091905255MaRDI QIDQ4490169FDOQ4490169

Authors: Esteban Vegas, Jordi Ocanã 

Publication date: 10 July 2000

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910008813622

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Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Cites Work

• A Note on the Generation of Random Normal Deviates
• Title not available (Why is that?)
• Tables of the Expected Value of 1/X for Positive Bernoulli and Poisson Variables
• Practical Solutions of the Behrens-Fisher Problem
• The Use of Control Variates in Monte Carlo Estimation of Power
• Variance reduction for Bernoulli response variables in simulation
• Size and Power of Tests for Equality of Means of Two Normal Populations with Unequal Variances
• Title not available (Why is that?)
• A Monte Carlo study of type I error rates for the two-sample Behrens-Fisher problem with and without rank transformation

Cited In (1)

• A test for the Behrens–Fisher problem based on the method of variance estimates recovery

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