Definition:Behrens-Fisher Test
Jump to navigation
Jump to search
Definition
The Behrens-Fisher test involves $2$ independent samples.
It is an extension of the $t$-test in which the requirement of equal population variances is relaxed.
It is still a subject of controversy, and its validity may not be universally accepted.
![]() | This article is complete as far as it goes, but it could do with expansion. In particular: Fill in with the details when they are apparent You can help $\mathsf{Pr} \infty \mathsf{fWiki}$ by adding this information. To discuss this page in more detail, feel free to use the talk page. When this work has been completed, you may remove this instance of {{Expand}} from the code.If you would welcome a second opinion as to whether your work is correct, add a call to {{Proofread}} the page. |
Also see
- Results about the Behrens-Fisher test can be found here.
Source of Name
This entry was named for Walter-Ulrich Behrens and Ronald Aylmer Fisher.
Historical Note
The Behrens-Fisher test was invented by Walter-Ulrich Behrens in $1929$, and subsequently expanded upon by Ronald Aylmer Fisher in $1937$.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): Behrens-Fisher test
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): Behrens-Fisher test