How Robust Is the Two-Sample Triangular Sequential T-Test Against Variance Heterogeneity?
Reference (Rasch, Kubinger and Moder (2011b). Stat. Pap. 52, 219–231.)  showed that in case that nothing is known about the two variances it is better to use the approximate Welch test instead of the two-sample t-test for comparing means of two continuous distributions with existing first two moments. An analogue approach for the triangular sequential t test is not possible because it is based on the first two derivatives of the underlying likelihood functions. Extensive simulations have been done and are reported in this chapter. It is shown that the two-sample triangular sequential t test in most interesting cases holds the type I and type II risks when variances are unequal.
KeywordsComparing expectations t test Welch test Triangular sequential t-test Unequal variances
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