Published
2011-12-31

¿Se necesita la prueba t de Student para dos muestras independientes asumiendo varianzas iguales?

Is it actually needed the t-student test for two independent samples when assuming the same variances?

DOI: https://doi.org/10.15332/s2027-3355.2011.0002.05
Jorge Eduardo Ortiz
Docente. Facultad de Estadística, División de Ciencias Administrativas, Económicas y Contables, Universidad Santo Tomás, Bogotá.
Edna Carolina Moreno
Docente. Facultad de Estadística, División de Ciencias Administrativas, Económicas y Contables, Universidad Santo Tomás, Bogotá.
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Abstract (en)

In this paper we review the behavior of the type I error rate of Student’s t-test and Welch-Sattetthwaite test for comparing two means with independent samples from normal populations under the assumption of homogeneity of variances and under conditions of heteroscedasticity. The results, obtained by the Monte Carlo method show the Welch-Satterthwaite well behaved in all cases.

Keywords (en): Estadística t, prueba t, monotonía, estabilidad, prueba de Welch-Satterwhaite

Abstract (es)

En este trabajo se hace un examen del comportamiento de la proporción de rechazos equivocados de la hipótesis nula (error tipo I) en condiciones plenas de aplicabilidad de la distribución t de Student, es decir, con variables independientes cuya distribución es normal tanto bajo el supuesto de homogeneidad de varianzas como en las condiciones de heterocedasticidad.
Keywords (es): Estadística t, prueba t, monotonía, estabilidad, prueba de Welch-Satterwhaite

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How to Cite

Ortiz, J. E., & Moreno, E. C. (2011). Is it actually needed the t-student test for two independent samples when assuming the same variances?. Comunicaciones En Estadística, 4(2), 139-157. https://doi.org/10.15332/s2027-3355.2011.0002.05

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