RobustBF

Robust Solution to the Behrens-Fisher Problem

CRAN Package

Robust tests (RW and RF) are provided for testing the equality of two long-tailed symmetric (LTS) means when the variances are unknown and arbitrary. RW test is a robust version of Welch's two sample t test and the RF is a robust fiducial based test. The RW and RF tests are proposed using the adaptive modified maximum likelihood (AMML) estimators derived by Tiku and Surucu (2009) doi:10.1016/j.spl.2008.12.001 and Donmez (2010) https://open.metu.edu.tr/bitstream/handle/11511/19440/index.pdf.


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