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A New Approach to the Nonparametric Behrens-Fisher Problem with Compatible Confidence Intervals

2025/04/02 by Schüürhuis, Stephen, Konietschke, Frank, Brunner, Edgar
#FOS: Computer and information sciences #Methodology (stat.ME)

paper · doi:10.48550/arxiv.2504.01796

Abstract

We propose a new test to address the nonparametric Behrens-Fisher problem involving different distribution functions in the two samples. Our procedure tests the null hypothesis H0: θ= (1)/(2), where θ= P(X

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