A Laplace equation approach to the Behrens--Fisher problem (opens in new tab)

We develop a partial differential equation formulation of the Behrens-Fisher problem for two independent normal samples with unknown and unequal variances. An orthogonal decomposition separates mean and residual components (corresponding to the centered within-sample variation left after removal of the mean directions) and recasts the studentized difference of sample means as a scale-invariant geometric constraint. This reduction transforms the ...