Robust test for means when population variances are unequal

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Abstract
We consider the problem of testing the equality of two population means when the population variances are not necessarily equal. We propose a Welch-type statistic, say T* c, based on Tiku!s ‘1967, 1980’ modified maximum likelihood estimators, and show that this statistic is robust to symmetric and moderately skew distributions. We investigate the power properties of the statistic T* c; T* c clearly seems to be more powerful than Yuen's ‘1974’ Welch-type robust statistic based on the trimmed sample means and the matching sample variances. We show that the analogous statistics based on the ‘adaptive’ robust estimators give misleading Type I errors. We generalize the results to testing linear contrasts among k population means

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