Abstract
An upper bound is given for the probability of large deviation of the test statistic in the Behrens-Fisher problem under the null hypothesis in the case of nonhomogeneous samples.
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References
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Proceedings of the Seminar on Stability Problems for Stochastic Models, Moscow, Russia, 1996, Part I.
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Bakirov, N.K. Nonhomogeneous samples in the Behrens-Fisher problem. J Math Sci 89, 1460–1467 (1998). https://doi.org/10.1007/BF02362281
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DOI: https://doi.org/10.1007/BF02362281