Power of Cochran's Test in the Behrens-Fisher Problem

Abstract

This paper investigates the test of equality of means in the Behrens-Fisher problem proposed by Cochran (see Cochran and Cox, 1957, p. 101 and Cochran, 1964). Size and power characteristics are studied and compared to the test developed by Banerjee (1960) and McCnllongh et al (1960). C ousideration is also given to the problem of testing means subsequent to a preliminary test of equality of variances. Size and power is studied numerically and recommendations for choosing the level of the preliminary test, are given. A numerical example is given to illustrate its use.

KEY WORDS:

• Behrens-Fisher Problem
• Incompletely Specified Model
• Prelimimary Test of Significance
• Testing Equality of Means