The Effect of Heterogeneity and/or Nonnormality on two Sample T test: A Simulation Study

Document Type : Original Article

Author

Statistics,Mathematics and Insurance Department Faculty of Commerce Alexandria University Alexandria Egypt

Abstract

The two sample T test is considered the most popular test to compare two independent groups. It is a UM-PU test (Uniformly Most Powerful Unbiased test) under the assumption of normality and homogeneity of variance, but under violation of these assumptions is the two sample T test still performs well? The aim of this article is to answer this question through an extended simulation study to examine the performance of the two sample T test for various shapes of data.

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