Testing The Equality Of The Noncentralityparameters Of Two Noncentral T-distributions with Identical Degrees Of Freedom

摘要

The problem of testing the equality of the noncentrality parameters of two noncentral t-distributions with identical degrees of freedom is considered, which arises from the comparison of two signal-to-noise ratios for simple linear regression models. A test procedure is derived that is guaranteed to maintain Type I error while having only minimal amounts of conservativeness, and comparisons are made with several other approaches to this problem based on variance stabilizing transformations. The new procedure derived in this article is shown to have good properties and will be useful for practitioners.