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Comparison of Local Powers of Some Exact Tests for a Common Normal Mean with Unequal Variances
Comparison of Local Powers of Some Exact Tests for a Common Normal Mean with Unequal Variances
RRS2020-02
Abstract
The inferential problem of drawing inference about a common mean µ of several independent normal populations with unequal variances has drawn universal attention, and there are many exact and asymptotic tests for testing a null hypothesis H0 : µ = µ0 against two-sided alternatives. In this paper we provide a review of some of these exact and asymptotic tests, and present theoretical expressions of local powers of the exact tests and a comparison. It turns out that, in the case of equal sample size, a uniform comparison and ordering of the exact tests based on their local power can be carried out even when the variances are unknown. Our observation is that both modified F and modified t tests based on a suitable combination of component F and t statistics perform the best in terms of local power among all exact tests under consideration. An exact test based on inverse normal method of combination of P-values also performs reasonably well.
Page Last Revised - October 8, 2021
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