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Playing Safe with Misweighted Means

Pages 754-759 | Received 01 Mar 1981, Published online: 12 Mar 2012
 

Abstract

This article concludes that Student's t statistic is a forgiving or safe statistic in the presence of unequal variances. More generally, for every weighted mean , there is a corresponding weighted sum of deviations squared S w,0 2, which together with the mean defines a safe Student-like test statistic. These results imply that the choice of weights in need not be all that precise, provided a compensation is made via S w,0. Such is the case in the example considered.

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