On Thu, 14 Feb 2002 23:48:02 +0100, "Matthias" <[EMAIL PROTECTED]>
wrote:

> Hello,
> 
> would be nice if someone can give me some advice with regard to the
> following problem:
> 
> I would like to compare the means of two independent numerical sets of data
> whether they are significantly different from each other or not. One of the
> two underlying assumption to calculate the T-Test is not given (Variances
> are assumed to be NOT equally distributed; but data is normally
> distributed). What kind of (non?)parametric-test does exist - instead of the
> T-Test - to calculate possible differences in the two means?
 [ ... ]

The *logical* or measurement  problem raised by 'different 
variances'  is manifested when one sample predominates 
at both extremes.  In that case, a conclusion about 'superiority'
depends on someone's scaling or weighting of scores.  That 
problem does not exist when the difference between groups is 
a shift of the mean, or a stretching of the distribution to one side.

Comparing *means* ...  Are you sure that you want to focus on means?
Then it might as well be the t-test, evaluated one way or another:
equal variances-assumption;  unequal;  or  randomization.

Other than means:
The problems that lead to 'other tests'  are ones that say the means 
are 'meaningless', and that you want to look at some version of 
stochastic superiority.  But if the shapes are similar (same family),
then the t-test with equal Ns  is accurate; and with vastly unequal
Ns, the two standard tests are both  biased and 
potentially misleading -- so you have to look at both, and decide 
whether you should prefer one over the other based on (for instance) 
where and how the data were collected, or how they arise.

If the shapes of distributions are not similar, then
rank-transformation is not reliable or robust for 'superiority.'
You can compute some Robust tests, such as the 2x2  contingency
test, which may be based on median split or whatever split meets
your needs.

-- 
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html


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