Vertaile menetelmiä
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| Brunnerin-Munzelin testi× | Welch'n t-test (erisuuret varianssit)× | |
|---|---|---|
| Tieteenala | Tilastotiede | Tilastotiede |
| Menetelmäperhe | Hypothesis test | Hypothesis test |
| Syntyvuosi≠ | 2000 | 1947 |
| Kehittäjä≠ | Edgar Brunner & Ullrich Munzel | B. L. Welch |
| Tyyppi≠ | Nonparametric two-sample comparison | Parametric mean comparison (unequal variances) |
| Alkuperäislähde≠ | Brunner, E. & Munzel, U. (2000). The Nonparametric Behrens-Fisher Problem: Asymptotic Theory and a Small-Sample Approximation. Biometrical Journal, 42(1), 17–25. DOI ↗ | Welch, B. L. (1947). The generalization of Student's problem when several different population variances are involved. Biometrika, 34(1/2), 28–35. DOI ↗ |
| Rinnakkaisnimet≠ | Brunner-Munzel Testi, generalized Wilcoxon test, nonparametric Behrens-Fisher test, probabilistic index test | unequal variances t-test, Welch-Satterthwaite t-test, Welch t-Testi (Eşit Olmayan Varyans) |
| Liittyvät≠ | 6 | 4 |
| Tiivistelmä≠ | The Brunner-Munzel test is a nonparametric two-sample hypothesis test that estimates the probabilistic superiority index P(X < Y) — the probability that a randomly selected observation from one group exceeds a randomly selected observation from the other. Introduced by Brunner and Munzel in 2000 as a solution to the nonparametric Behrens-Fisher problem, it remains valid even when the two groups have unequal variances or differently shaped distributions, making it a robust alternative to the Mann-Whitney U test in heteroscedastic settings. | Welch's t-test is a parametric hypothesis test that compares the means of two independent groups without assuming their variances are equal. It was introduced by B. L. Welch in 1947 as a more robust generalization of Student's two-sample test for situations where the two groups have different spread. |
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