When independent SRSs of sizes and are drawn from two Normal populations with parameters and the two-sample statistic
has the distribution.
The two-sample statistic
does not have a distribution. However, software can give accurate -values and critical values using the Satterthwaite approximation.
An approximate level confidence interval for is given by
Here, is the value for the density curve with area between and , where either is found by the Satterthwaite approximation or is the smaller of and . The margin of error is
393
Significance tests for are based on the two-sample statistic
The -value is approximated using the distribution, where either is found by the Satterthwaite approximation or is the smaller of and .
If we can assume that the two populations have equal variances, pooled two-sample procedures can be used. These are based on the pooled estimator
of the unknown common variance and the distribution.