top banner top banner

Search publications

Why Welch's test is Type I error robust

Full text PDF
Bibliographic information: BibTEX format RIS format XML format APA style
Cited references information: BibTEX format APA style
Doi: 10.20982/tqmp.12.1.p030

Derrick, B. , White, P.
Keywords: Independent samples t-test , Welch's test , Welch's approximation , Behrens-Fisher problem , Equality of means
(no sample data)   (no appendix)

The comparison of two means is one of the most commonly applied statistical procedures in psychology. The independent samples t-test corrected for unequal variances is commonly known as Welch's test, and is widely considered to be a robust alternative to the independent samples t-test. The properties of Welch's test that make it Type I error robust are examined. The degrees of freedom used in Welch's test are a random variable, the distributions of which are examined using simulation. It is shown how the distribution for the degrees of freedom is dependent on the sample sizes and the variances of the samples. The impact of sample variances on the degrees of freedom, the resultant critical value and the test statistic is considered, and hence gives an insight into why Welch's test is Type I error robust under normality.

Pages © TQMP;
Website last modified: 2024-03-28.
Template last modified: 2022-03-04 18h27.
Page consulted on .
Be informed of the upcoming issues with RSS feed: RSS icon RSS