Reader small image

You're reading from  R Statistics Cookbook

Product typeBook
Published inMar 2019
Reading LevelExpert
PublisherPackt
ISBN-139781789802566
Edition1st Edition
Languages
Tools
Concepts
Right arrow
Author (1)
Francisco Juretig
Francisco Juretig
author image
Francisco Juretig

Francisco Juretig has worked for over a decade in a variety of industries such as retail, gambling and finance deploying data-science solutions. He has written several R packages, and is a frequent contributor to the open source community.
Read more about Francisco Juretig

Right arrow

The Fisher-Behrens problem

The original t-test is designed for two Gaussian samples with equal unknown variance. When the variances are not the same, the degrees of freedom for the test are not the usual ones (the equality of variances is known as homocedasticity). Consequently, we can't calculate the p-values and, by extension, we can't test our hypothesis. This is known as the Fisher-Behrens problem.

It has been found that the t-test (with its usual degrees of freedom) can still be used with moderate departures from the homocedasticity (equality of variances) assumption. But this does not take us very far: translating the idea that the test is robust to departures from this assumption is difficult to operationalize (the impact depends on the sample sizes, the relative differences in the variances, and so on).

If the sample is large enough, we can ignore the problem...

lock icon
The rest of the page is locked
Previous PageNext Page
You have been reading a chapter from
R Statistics Cookbook
Published in: Mar 2019Publisher: PacktISBN-13: 9781789802566

Author (1)

author image
Francisco Juretig

Francisco Juretig has worked for over a decade in a variety of industries such as retail, gambling and finance deploying data-science solutions. He has written several R packages, and is a frequent contributor to the open source community.
Read more about Francisco Juretig