>On Thu, 15 Nov 2001, Jerry Dallal wrote:
>> But, if the null hypothesis is that the means are the same, why
>> isn't(aren't) the sample variance(s) calculated about a pooled
>> estimate of the common mean?

Another thought on this...  A simpler question is, for a one-sample
test of the hull hypothesis that the mean is zero, why don't we find a
p-value based on something like a t statistic, but in which the
variance is estimated by the average squared differences of the data
points from zero, rather than from their sample mean?  I investigated
this once, and came to the conclusion that the final result (after
finding the distribution of the test statistic, and calculating
p-values on that basis) is no different from the usual t test.
Perhaps the same is the case for a two-sample test, which would
explain why no one talks about the possibility of doing it this way.

   Radford Neal

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Radford M. Neal                                       [EMAIL PROTECTED]
Dept. of Statistics and Dept. of Computer Science [EMAIL PROTECTED]
University of Toronto                     http://www.cs.utoronto.ca/~radford
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