A monte carlo study on the robustness of the two-sample sequential t test

Abstract

The robustness of the two-sample sequentla1 t test was studied against departures from normality and equality of variances The effect of skewness and kurtosis of the underlying distribution on the test 1s relatively mild but the effect of heteroscedasticity serious.

Keywords:

• Sequential t test
• nonnormality
• heteroscedasticity

^∗Research supported in part by the Natural Sciences and Engineering Research Council, Canada

^∗Research supported in part by the Natural Sciences and Engineering Research Council, Canada

Notes

^∗Research supported in part by the Natural Sciences and Engineering Research Council, Canada