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The Exact Likelihood Ratio Test for Equality of Two Normal Populations

Author

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  • Lingyun Zhang
  • Xinzhong Xu
  • Gemai Chen

Abstract

Testing the equality of two independent normal populations is a perfect case of the two-sample problem, yet it is not treated in the main text of any textbook or handbook. In this article, we derive the exact distribution of the likelihood ratio test and implement this test with an R function. This article has supplementary materials online.

Suggested Citation

  • Lingyun Zhang & Xinzhong Xu & Gemai Chen, 2012. "The Exact Likelihood Ratio Test for Equality of Two Normal Populations," The American Statistician, Taylor & Francis Journals, vol. 66(3), pages 180-184, August.
    • Handle: RePEc:taf:amstat:v:66:y:2012:i:3:p:180-184
    DOI: 10.1080/00031305.2012.707083
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    Cited by:

    1. Husam Awni Bayoud, 2016. "Testing the similarity of two normal populations with application to the bioequivalence problem," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(7), pages 1322-1334, July.
    2. Rukhin, Andrew L., 2016. "Confidence regions for comparison of two normal samples," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 273-280.
    3. Julian Frank & Bernhard Klar, 2016. "Methods to test for equality of two normal distributions," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 25(4), pages 581-599, November.

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