Probability Coverage and Interval Length for Welch’s and Yuen’s Techniques: Shift in Location, Change in Scale, and (Un)Equal Sizes

Abstract

Coverage for Welch’s technique was less than the confidence-level when size was inversely proportional to variance and skewness was extreme. Under negative kurtosis, coverage for Yuen’s technique was attenuated. Under skewness and heteroscedasticity, coverage for Yuen’s technique was more accurate than Welch’s technique.