An Application of Welch's Approximate t-Solution of the Behrens–Fisher Problem to Confidence Intervals

Abstract

An approximate solution for comparing the means of two populations when the ratio of the variances is unknown has been developed by Welch. This method is adapted to the problem of calculating confidence intervals for sums of regression–based estimates, where each estimate in the sum comes from a different regression equation. The formulas for calculating the approximation are presented. An example is also presented to ilustrate the use of the approximation.

KEY WORDS:

• Behrens–Fisher Problem
• Regression
• Confidence Intervals
• Cost Estimating
• Cost Analysis
• Airframe Cost