The Combining Confidence Distribution Method to the Behrens-Fisher Problem

On the Behrens-fisher Distribution and Its Generalization to the Pairwise Comparisons∗

Weerahandi (1995b) suggested a generalization of the Fisher’s solution of the Behrens-Fisher problem to the problem of multiple comparisons with unequal variances by the method of generalized p-values. In this paper, we present a brief outline of the Fisher’s solution and its generalization as well as the methods to calculate the p-values required for deriving the conservative joint confidence ...

Minimum Message Length Analysis of the Behrens-Fisher Problem

Given two sequences of Gaussian data, the Behrens–Fisher problem is to infer whether there exists a difference between the two corresponding population means if the population variances are unknown. This paper examines the Behrens–Fisher-type problem within the minimum message length framework of inductive inference. Using a special bounding on a uniform prior over the population means, a simpl...

Multivariate Behrens-Fisher problem with missing data

Inference about the difference between two normal mean vectors when the covariance matrices are unknown and arbitrary is considered. Assuming that the incomplete data are of monotone pattern, a pivotal quantity, similar to the Hotelling T 2 statistic, is proposed. A satisfactory moment approximation to the distribution of the pivotal quantity is derived. Hypothesis testing and confidence estima...

Distributional Property of the Generalized p-value for the Behrens-Fisher Problem with Applications to Multiple Testing

The generalized p-value method introduced by Tsui and Weerahandi (1989) has been used to successfully provide finite sample solutions for many hypothesis testing problems when no solutions are available using the usual approach. Although simulation studies show that generalized p-values have similar distributional properties as ordinary p-values, no one has yet developed theoretical properties ...

I I I - I I - I I I I I . I I I I I I I I _ I Robust Sequential Confidence Intervals for the Behrens - Fisher Problem