I do not know what allstat item you referring to or whether you are
starting a new one.
I would like to disagree with your statement. Bootstrap is not an exact
test. The only exact test for comparing the means of two populations
that can have different variances is my test. It is the first (albeit
yet unpublished) exact test for this objective. More if interested on my
homepage or just write me or see
http://www.econ.upf.edu/en/research/onepaper.php?id=1109
Karl
Dorothy Middleton wrote:
> In theory, the bootstrap is the only technique that should be used to
> compare the means of two populations that have quite different variances
> (that is, the Behrens-Fisher problem). Student's t, a permutation test
> using the original observations, and the permutation using ranks
> (Mann-Whitney, Wilcoxon) are all likely to yield inexact significance
> levels. Still simulations have shown that permutation tests are almost
> exact even when the variance of one population is twice that of the
> other. See http://statisticsonline.info/application.htm.
>
> D. Middleton
>
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Karl Schlag
Professor Tel: +34 93 542 1493
Department of Economics and Business Fax: +34 93 542 1746
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