Robustness Simulation
Prerequisites
Difference Between Two
Means
In general, an independent groups
t test works well even if its assumptions are violated. The test
is slightly conservative (a lower type I error than the signficance
level) for skewed distributions. When the homogeneity of variance
assumption is violated, there is a slight increase in the type I
error rate, and the effect is more pronounced with small sample
sizes.
There is a serious inflation of the type I error rate when
there is a combination of unequal sample sizes and heterogeneous
variances. This occurs when the sample size from the population
with the larger variance is smaller than the sample size from
the populaton with the smaller variance.
