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Abstract An approximate and practical solution is proposed for the Behrens‐Fisher problem. This solution is compared to the solutions considered by Mehta and Srinivasan (1970) and Welch's (1937) approximate t ‐test in terms of the stability of the size and magnitude of the power. It is shown that the stability of the size of the new test is better than that of Welch's t when at least one of the sample sizes is small. When the sample sizes are moderately large or large the sizes and powers of all the recommended tests are almost the same.
Dinesh S. Bhoj (Fri,) studied this question.