I am testing equality of means using Welch's t-test. The underlying distribution is far from normal (more skewed than the example in a related discussion here). I can obtain more data but would like some principled way of determining to what extent to do so.
- Is there a good heuristic for making the assessment that the sample distribution is acceptable? Which deviations from normality are most concerning?
- Are there other approaches--e.g. relying on a bootstrap confidence interval for the sample statistic--which would make more sense?