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Robustness of the two-sample t-test under violations of the homogeneity of variance assumption. (English) Zbl 0588.62049

When the two-sample t-test has equal sample sizes, it is widely considered to be a robust procedure (with respect to the significance level) under violation of the assumption of equal variances.
This paper is concerned with a quantification of the amount of robustness which this procedure has under such violations. The approach is through the concept of ”regions of robustness” and the results show an extremely strong degree of robustness for the equal sample size t-test, probably more so than most statisticians realize. This extremely high level of robustness, however, reduces quickly as the sample sizes begin to vary from equality.

MSC:

62F35 Robustness and adaptive procedures (parametric inference)
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References:

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