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12 Jun 2012 (Updated )

Welch ANOVA Test for Unequal Variances without data.

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The ANOVA F-test to compare the means of k normally distributed populations is not applicable when the variances are unknown, and not known to be equal. A spacial case, k=2, is the famous Behrens-Fisher problem (Behrens, 1929; Fisher, 1935). Welch (1951) test was proposed to fill this void, a generalization to his 1947 previous paper (Welch, 1947).

This m-file works without all the data samples. But only with the size, mean and variance samples.

Syntax: function welchanova(x,alpha)

x – data nx2 matrix (Col 1 = data; Col 2 = sample code)
alpha - significance level (default=0.05)

- Summary statistics from the samples
- Decision on the null-hypothesis tested

Required Products Statistics and Machine Learning Toolbox
MATLAB release MATLAB 7.10 (R2010a)
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12 Jun 2012 1.1

It was added an appropriate format to cite this file.

02 May 2013 1.3

We improve the code. Thanks to Dr. Jürgen Kayser, Department of Psychiatry, Columbia University Research Scientist, Cognitive Neuroscience, New York State, who suggest us to remove a bug.

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