The Behrens-Fisher Problem: An Empirical Likelihood Approach
نویسنده
چکیده
A new theoretical solution to the Behrens-Fisher (BF) problem is developed using the maximum empirical likelihood method. The sampling properties of the empirical likelihood ratio (ELR) test for the BF problem are derived using Monte Carlo simulation for a wide range of situations. A comparison of the sizes and powers of the ELR test and the Welch-Aspin test is conducted for a special case of small sample sizes. The empirical results indicate that the ELR test for the BF problem has good power properties.
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تاریخ انتشار 2004