ON THE SOLUTION OF A NON-CENTRAL BEHRENS-FISHER PROBLEM WITH A NON-ZERO POPULATION CORRELATION COEFFICIENT
In this paper, we show that the classic paired t-test is a central Behrens-Fisher problem with a non-zero population correlation coefficient, derive its corresponding probability density function by solving its associated non-central Behrens-Fisher problem with a non-zero population correlation coefficient and and give two examples in data analysis. A more general non-central Behrens-Fisher problem with a non-zero population correlation coefficient and is solved in Appendix A. We also contrast the k-th moments of the standard normal distribution, the classic central t distribution, and our generalized central Behrens-Fisher distribution, in order to explain their differing effectiveness in hypothesis testing. Finally, we solve a more generalized non-central Behrens-Fisher problem with a variance-covariance matrix for a linear combination of m means from a sample of size n from a multivariate normal distribution.
paired t-test, generalized Behrens-Fisher problem, generalized Behrens-Fisher distribution, central and non-central t distributions.