On the Behrens— Fisher Problem

Abstract

SUMMARY The relative merits of several solutions to the Behrens-Fisher problem are considered on the basis of the stability of their size and the magnitude of their power. It is shown that if the sample sizes are both larger than 7, then the solutions due to Pagurova and Welch are very good in the above sense. For smaller sample sizes certain modifications of Pagurova's solution are presented.