Abstract
Motivated by the recent work of Maity and Sherman (2006). The two-sample ttest
with one variance unknown. The American Statistician 60, 163-166], we investigate,
in this paper, confidence intervals for the difference between the means of two normal
populations with one variance unknown. Asymptotic coverage probabilities and expected
lengths of confidence intervals are derived. Monte Carlo simulations results indicate that
the new confidence interval, based on Maity and Sherman, for the difference between
two normal means with one variance unknown gives a shorter expected length than that
of the well-known Welch-Satterthewaite confidence interval when the ratio of their
population variances is large; otherwise, the Welch-Satterthewaite confidence interval is
preferable.