Welch's t test
In statistics, Welch's t test is an adaptation of Student's t-test intended for use with two samples having possibly unequal variances. As such, it is an approximate solution to the Behrens–Fisher problem. It is sometimes referred to as the "Two-sample unpooled t-test for unequal variances" but "Welch's t-test" is preferred for brevity.
Welch's t-test defines the statistic t by the following formula:
Here = , the degrees of freedom associated with the th variance estimate.
Once t and have been computed, these statistics can be used with the t-distribution to test the null hypothesis that the two population means are equal (using a two-tailed test), or the alternative hypothesis that one of the population means is greater than or equal to the other (using a one-tailed test). In particular, the test will yield a p-value which might or might not give evidence sufficient to reject the null hypothesis.
This method also does not give exactly the nominal rate, but is generally not too far off. However, if the population variances are equal, or if the samples are rather small and the population variances can be assumed to be approximately equal, it is more accurate to use Student's t-test.
As this is a widely used method, there are implementations in common statistical packages.
- Further reading
- Daniel Borcard, Lecture Note Appendix: t-test with Welch correction, excerpt from Legendre, P. and D. Borcard. Statistical comparison of univariate tests of homogeneity of variances.
- Sawilowsky, Shlomo S. (2002). "Fermat, Schubert, Einstein, and Behrens–Fisher: The Probable Difference Between Two Means When σ1 ≠ σ2" (PDF). Journal of Modern Applied Statistical Methods 1 (2): 461–472. Retrieved 2014-05-08.
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