I have data sets of the returns of two indexes in the same market (two different sets of stocks constituting each index), with 496 observations for each. I want to compare if the means are ...
I am looking for the bayesian counterpart of the two-sample t-test with unequal variances (the Welch test). I am also looking for a multivariate test, like Hotelling's T statistic. References ...
Suppose $N$ experiments can be made in varying conditions. Each of them yields an estimate $f_i$ of a continuous (and, if necessary, positive) function of x over some interval. Experiment $i$ is ...
When conducting a t-test why would one prefer to assume (or test for) equal variances rather than always use a Welch approximation of the df?
It seems like when the assumption of homogeneity of variance is met that the results from a Welch adjusted t-test and a standard t-test are approximately the same. Why not simply always use the Welch ...