Comparison of confidence intervals for the Behrens-Fisher problem

SEZER A., Ozkip E., YAZICI B.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, vol.46, no.4, pp.3242-3266, 2017 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 46 Issue: 4
  • Publication Date: 2017
  • Doi Number: 10.1080/03610918.2015.1082587
  • Journal Name: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.3242-3266
  • Keywords: Behrens-Fisher problem, Bonferroni correction factor, Coverage probability, Expected length, One-way ANOVA, GENERALIZED P-VALUE, UNEQUAL VARIANCES, CELL FREQUENCIES, 2-WAY ANOVA, TESTS, SIZE, PERFORMANCE, EQUALITY, POWER
  • Anadolu University Affiliated: Yes

Abstract

The Behrens-Fisher problem concerns the inferences for the difference between means of two independent normal populations without the assumption of equality of variances. In this article, we compare three approximate confidence intervals and a generalized confidence interval for the Behrens-Fisher problem. We also show how to obtain simultaneous confidence intervals for the three population case (analysis of variance, ANOVA) by the Bonferroni correction factor. We conduct an extensive simulation study to evaluate these methods in respect to their type I error rate, power, expected confidence interval width, and coverage probability. Finally, the considered methods are applied to two real dataset.