The two-sample Winsorized t

Abstract
This paper extends the single-sample Winsorized t to the case of two independent samples. Statistics are defined for both the cases of equal and unequal population variances. Monte Carlo techniques were used to find the approximate distributions of these statistics as well as to evaluate their performances in comparison to the trimmed t . It was found that as far as the power is concerned, the differences between the Winsorized t and the trimmed t are so small that the choice is immaterial for practical purposes.