Probabilities of the Type I Errors of the Welch Tests for the Behrens-Fisher Problem

Abstract The probabilities of the Type I errors of the Welch approximate-t test and the Aspin-Welch test for the Behrens-Fisher problem have been calculated for selected sets of degrees of freedom and nominal significance levels. The results show satisfactory agreement to the desired level. Thus, in practice, one can just use the usual t-table to carry out the Welch approximate t-test without much loss of accuracy.

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