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For the problem of comparing the means of k populations with unequal population variances, a new generalized test variable is defined and the generalized p-value based on this generalized test variable is given. It is shown that the proposed generalized p-value is invariant under the group of scale transformations. Numerical results show that the proposed generalized p-value test performs better than a generalized F-test. (C) 2007 Elsevier B.V. All rights reserved.
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