(c) 2007 IUPUI SPEA K300 (4392) Outline Type of t-test Z-test versus t-test Assumptions of the...
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Transcript of (c) 2007 IUPUI SPEA K300 (4392) Outline Type of t-test Z-test versus t-test Assumptions of the...
(c) 2007 IUPUI SPEA K300 (4392)
Outline
Type of t-test Z-test versus t-test Assumptions of the t-test One sample t-test Paired sample t-test F-test for equal variance Independent sample t-test: equal variance Independent sample t-test: unequal variance Comparing proportions
(c) 2007 IUPUI SPEA K300 (4392)
Type of the T-test
One-sample t-test compares one sample mean with a hypothesized value
Paired sample t-test (dependent sample) compares the means of two dependent variables
Independent sample t-test compares the means of two independent variablesEqual varianceUnequal variance
(c) 2007 IUPUI SPEA K300 (4392)
Z-test and T-test
When σ is known, not likely in most cases, conduct the z-test
When σ is not known, conduct the t-testWhat if N is large (large sample)? The z-
test and t-test produce almost the same result. Therefore, t-test is more useful and practical.
Most software packages support the t-test with p-values reported.
(c) 2007 IUPUI SPEA K300 (4392)
Comparison of the z-test and t-test
Q 3, p.410, Revenue of large business N=50, xbar=31.5, s=28.7, α=.05 H0: µ=25, Ha: µ≠25 Critical value: 1.96 (z), 2.01(t) p-value: .1094 (z) and .1158 (t) Test statistic: 1.601
601.1059.4
5.5
50
7.282550.31
n
xzx
)150(~601.1059.4
5.5
50
7.282550.31
t
n
sx
tx
(c) 2007 IUPUI SPEA K300 (4392)
Assumptions of the T-test
Normality, otherwise comparison is not valid. Nonparametric methods are used.
Independence of (between) samples, otherwise the paired t-test is used.
Equal Variance, otherwise the pooled variance is not valid and approximation of degrees of freedom is needed.
(c) 2007 IUPUI SPEA K300 (4392)
One sample t-test
Compare a sample mean with a particular (hypothesized) value
H0: µ=c, Ha: µ≠c, where c is a particular value Degrees of freedom: n-1 This is exactly what we did for past two weeks
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(c) 2007 IUPUI SPEA K300 (4392)
Paired sample t-test 1
Compare two paired (matched) samples. Ex. Compare means of pre- and post-
scores given a treatment. We want to know the effect of treatment.
Ex. Compare means of midterm and final exam of K300.
Each subject has data points (pre- and post, or midterm and final)
(c) 2007 IUPUI SPEA K300 (4392)
Paired sample t-test 2
Compute d=x1-x2 (order does not matter) H0: µd=c, Ha: µd≠c, where c is a particular value
(often 0) Degrees of freedom: n-1
n
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1
)( 22
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2/2/
(c) 2007 IUPUI SPEA K300 (4392)
Paired sample t-test 3: Example
Example 9-13, p. 495. Cholesterol levels H0: µd=0, Ha: µd≠0 N=5, dbar=16.7, std err=25.4, Test size=.01, df=4, critical value=2.015 Test statistic is 1.61, which is smaller than CV Do not reject the null hypothesis. 1.61 is likely
when the null hypothesis is true.
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6
4.2507.160
n
sd
td
d
(c) 2007 IUPUI SPEA K300 (4392)
Independent sample t-test
Compare two independent samplesEx. Compare means of personal income
between Indiana and OhioEx. Compare means of GPA between
SPEA and Kelley SchoolEach variable include different subjects
that are not related at all
(c) 2007 IUPUI SPEA K300 (4392)
How to get standard error?
If variances of two sample are equal, use the pooled variance.
Otherwise, you have to use individual variance to get the standard error of the mean difference (µ1-µ2)
How do we know two variances are equal?
(Folded form) F test is the answer.
(c) 2007 IUPUI SPEA K300 (4392)
F-test for equal variance
Compute variances of two samples Conduct the F-test as follows. Larger variance should be the numerator so that F is
always greater than or equal to 1. Look up the F distribution table with two degrees of
freedom. If H0 of equal variance is not rejected, two samples
have the same variance.22
210 : H
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2
SLS
L nnFs
s
(c) 2007 IUPUI SPEA K300 (4392)
Independent sample t-test: Equal variance
Compare means of two independent samples that have the same variance
The null hypothesis is µ1-µ2=c (often 0) Degrees of freedom is n1+n2-2
2
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2
)()(
21
222
211
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)(21
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(c) 2007 IUPUI SPEA K300 (4392)
Independent sample t-test: Equal variance
Example 9-10, p.484 X1bar=$26,800, s1=$600, n1=10 X2bar=$25,400, s2=$450, n2=8 F-test: F 1.78 is smaller than CV 4.82; do not
reject the null hypothesis of equal variance at the .01 level.
Therefore, we can use the pooled variance.
)18,110(78.1~450
6002
2
2
2
S
L
s
s
(c) 2007 IUPUI SPEA K300 (4392)
Independent sample t-test: Equal variance
X1bar=$26,800, s1=$600, n1=10 X2bar=$25,400, s2=$450, n2=8 Since 5.47>2.58 and p-value <.01, reject the
H0 at the .01 level.
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(c) 2007 IUPUI SPEA K300 (4392)
Independent sample t-test: Unequal variance
Compare means of two independent samples that have different variances (if the null hypothesis of the F-test is rejected)
The null hypothesis is µ1-µ2=c (often 0) Individual variances need to be used Degrees of freedom is approximated; not
necessarily an integer
)(~
2
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1
21
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(c) 2007 IUPUI SPEA K300 (4392)
Independent sample t-test: Unequal variance
Approximation of degrees of freedom Not necessarily an integer
Satterthwait’s approximation (common) Cochran-Cox’s approximation Welch’s approximation
22
21
21
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)1)(1(
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2221
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(c) 2007 IUPUI SPEA K300 (4392)
Independent sample t-test: Unequal variance
Example 9-9, p.483 X1bar=191, s1=38, n1=8 X2bar=199, s2=12, n2=10 F-test: F 10.03 (7, 9) is larger than CV 4.20,
indicating unequal variances. Reject H0 of equal variance at the .05 level.
Therefore, we have to use individual variances
)110,18(03.10~12
382
2
2
2
S
L
s
s
(c) 2007 IUPUI SPEA K300 (4392)
Independent sample t-test: Unequal variance
Example 9-9, p.483 X1bar=191, s1=38, n1=8 X2bar=199, s2=12, n2=10 Test statistics |-.57| is small. Textbook uses CV 2.365 for 7 (8-1) degrees of
freedom and does not reject the null hypothesis However, we need the approximation of degrees of
freedom to get more reliable df.
)(57.~
10
12
8
38
19919122
2
22
1
21
21iteSatterthwadf
n
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xxt
(c) 2007 IUPUI SPEA K300 (4392)
Independent sample t-test: Unequal variance
Example 9-9, p.483 X1bar=191, s1=38, n1=8 X2bar=199, s2=12, n2=10 -.57~t(8.1213), CV is about 2.306. Df is not 16 but 8 Therefore, do not reject the null hypothesis
22
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(c) 2007 IUPUI SPEA K300 (4392)
Comparing proportions 1
Compare proportions of two binary variables The test statistic is normally distributed (not t
distribution) Think about normal approximation of a
binomial distribution when N is large.
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ˆˆ
21
21
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(c) 2007 IUPUI SPEA K300 (4392)
Comparing proportions 2
Example 9-15, p. 505, Vaccination ratesN1=34, n2=24, alpha=.05P1hat=.35=12/34, p2hat=.71=17/24P1pooled=(12+17)/(34+24)=.5Z |-2.7| is larger than CV 1.96, reject H0.
5.2434
1712ˆ
21
21
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nnp xxpooled
7.2)241341)(5.1(5.
71.35.
)11)(ˆ1(ˆ
ˆˆ
21
21
nnpp
ppz
pooledpooled
(c) 2007 IUPUI SPEA K300 (4392)
Comparing proportions 3
Proportions are represented by binary variables that have either 0 or 1.
The mean of a binary variable is a proportion
What if we conduct two independent sample t-test?
If N is large, z-test and t-test produce the same result.
(c) 2007 IUPUI SPEA K300 (4392)
Summary of Comparing Means
One sampleT-test
Onesample?
Dependent?
EqualVariance?
Two
Paired sampleT-test
Independentsample T-test
(Pooled variance)
Independent sampleT-test
(Approximation of d.f.)
Unequal
Independent
cH :0 0:0 dH 0: 210 H 0: 210 H
1ndf 1ndf 221 nndf edapproximatdf