wstdiff

MaRDI QIDQ7382478CRANFDO

Authors Yusuke Yamaguchi

Last update 11 November 2025

Copyright license MIT license, File License

Software version identifier 1.0.0

Description

Implements the Welch-Satterthwaite approximation for differences of non-standardized t-distributed random variables in both univariate and multivariate settings. The package provides methods for computing effective degrees of freedom and scale parameters, as well as distribution functions for the approximated difference distribution. The methodology extends the classical Welch-Satterthwaite framework from variance combinations to t-distribution differences through careful moment matching. Methods build on the classical Welch-Satterthwaite approach described in Welch (1947) <doi:10.1093/biomet/34.1-2.28> and Satterthwaite (1946) <doi:10.2307/3002019>.

Cites work

• An Approximate Distribution of Estimates of Variance Components
• THE GENERALIZATION OF ‘STUDENT'S’ PROBLEM WHEN SEVERAL DIFFERENT POPULATION VARLANCES ARE INVOLVED

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