A Two-Stage Procedure for the Behrens-Fisher Problem
B. K. Ghosh · Journal of the American Statistical Association · 1975
We consider the problem of constructing a fixed-width confidence interval for the difference between the means of two normal populations with unknown variances. A Stein-type two-stage procedure is presented and some of its properties are investigated. It is shown that the procedure is generally more efficient than Chapman's [1] solution.