How to Use the Two Sample t‐Test

Abstract This work discusses how two sample t ‐tests behave when applied to data that may violate the classical statistical assumptions of independence, heteroscedasticity and Gaussianity. The usual two sample t ‐statistic based on a pooled variance estimate and the Welch‐Aspin statistic are treated in detail. Practical “rules‐of‐thumb” are given along with their applications to various examples so that readers will easily be able to use such tests on their own data sets.