The t-test and robustness to non-normality

The t-test is one of the most commonly used tests in statistics. The two-sample t-test allows us to test the null hypothesis that the population means of two groups are equal, based on samples from each of the two groups. In its simplest form, it assumes that in the population, the variable/quantity of interest X follows a normal distribution N(\mu_{1},\sigma^{2}) in the first group and isĀ N(\mu_{2},\sigma^{2}) in the second group. That is, the variance is assumed to be the same in both groups, and the variable is normally distributed around the group mean. The null hypothesis is then that \mu_{1}=\mu_{2}.

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