ArticleOriginal scientific text
Title
On the Behrens-Fisher distribution and its generalization to the pairwise comparisons
Authors 1
Affiliations
- Institute of Measurement Science, Slovak Academy of Sciences, Dúbravská cesta 9, 842 19 Bratislava, Slovak Republic
Abstract
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 interval estimates for the pairwise mean differences, refered to as the generalized Scheffé intervals. Further, we present the corresponding tables with critical values for simultaneous comparisons of the mean differences of up to k = 6 normal populations with unequal variances based on independent random samples with very small sample sizes.
Keywords
Behrens-Fisher distribution, pairwise comparisons, unequal variances, generalized p-values
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Pages:
73-104
Main language of publication
English
Received
2002-12-05
Published
2002
DOI: 10.7151/dmps.1033
Exact and natural sciences