The level and the power of the usual F-test in analysis of variances are sensitive to unequal variances. In this paper, we present a range test using a two-stage sampling procedure for testing the hypothesis that the normal means are equal against a specific alternative. Both the level and the power associated with the proposed test are controllable at the desired values and are completely independent of the unknown variances. Tables for implementation are given.
American Journal of Mathematical and Management Sciences 20(1-2), pp.145-170