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Statistical Inferences Based on Two Samples

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Title: Statistical Inferences Based on Two Samples


1
Statistical Inferences Based on Two Samples
  • 9.2 Comparing Two Population Means Using Small
    Independent Samples and Assuming Sigmas are
    Unknown
  • 9.3 Paired Difference Experiments

2
Sampling Distribution of
Normal, if each of the sampled populations is
normal and approximately normal if the sample
sizes n1 and n2 are large
3
Sampling Distribution of
(Continued)
4
Large Sample Confidence Interval, Difference in
Mean
If two independent samples are from populations
that are normal or each of the sample sizes is
large, 100(1 - a) confidence interval for m1 -
m2 is
If ?1 and ?2 are unknown estimate the sample
standard deviations by s1 and s2 and use the t
distribution
5
9.2 Comparing Two Population Means Using
Independent Samples with Sigmas Unknown
If two independent samples are from populations
that are normal with equal variances, 100(1 - a)
confidence interval for m1 - m2 is
6
Tests about Differences in Means When Variances
are Equal
If sampled populations are both normal with equal
variances, we can reject H0 ?1 - ?2 D0 at the
? level of significance if and only if the
appropriate rejection point condition holds or,
equivalently, if the p-value is less than ?.
Reject H0 if
p-Value
Alternative
t?, t?/2 and p-values are based on (n1 n2 2)
df
7
Hypothesis Test and Confidence Interval Example
Exercise 9.21, pg. 369
  • What are we given? n1 22 s1 225 xbar1
    1500 n2 22 s2 251 xbar2 1300 ? .05
  • First assume equal population variances
  • Step 1, establish hypotheses
  • H0 ?1 - ?2 0 vs. Ha ?1 - ?2 gt 0
  • Step 2, set significance level. a .05 (given)
  • Step 3, compute the test statistic, but first the
    pooled variance

8
Hypothesis Test and Confidence Interval
Example Exercise 9.21, pg. 369
  • Step 4a, determine the rejection point, t.05,42
    1.684
  • Step 4b, estimate the p-value. Using df 42,
    t-table gives P(T gt 3.307) .001 and P(T gt
    2.704) .005 Since 2.704 lt (t 2.78) lt 3.307,
    p-value is between 0.001 and 0.005
  • Step 5, decision reject Ho since (a) test
    statistic, t (2.78) gt rejection point (1.684) or
    (b) p-value (between .001 .005) lt ? .05

9
Using df 42, t-table gives P(T gt 2.704) .005
and P(T gt 3.307) .001. With t 2.78,
p-value is between .001 and .005
0.005
0.001
t 2.704 2.78
3.307
10
Hypothesis Test Example
  • Step 6, conclusion within context there is very
    strong evidence that type A training results in
    higher mean weekly sales than does type training.

11
MegaStat Output for Example
12
100(1 - a) confidence interval for m1 - m2 is
given by
We are 95 confident that mean weekly sales with
type A train-ing exceeds that with type B
training by between 42 and 358
13
9.3 Paired Difference Experiments
  • Before, we drew random samples from two different
    populations
  • Now, have two different processes (or methods)
  • Draw one random sample of units and use those
    units to obtain the results of each process
  • For instance, use the same individuals for the
    results from one process vs. the results from the
    other process
  • E.g., use the same individuals to compare
    before and after treatments
  • By using the same individuals, we eliminate any
    differences in the individuals themselves and
    just compare the results from the two processes

14
Paired Difference ExperimentsContinued
  • Let md be the mean of population of paired
    differences
  • md m1 m2 , where m1 is the mean of
    population 1 and m2 is the mean of population 2
  • Let and sd be the mean and standard deviation
    of a sample of paired differences that has been
    randomly selected from the population
  • is the mean of the differences between pairs
    of values from both samples

15
t-Based Confidence Interval forPaired
Differences in Means
If the sampled population of differences is
normally distributed with mean ?d, then a
(1-a)100 confidence interval for md m1 - m2 is
where for a sample of size n, ta/2 is based on n
1 degrees of freedom
16
Test Statistic for Paired Differences
  • The test statistic is
  • D0 m1 m2 is the claimed or actual difference
    between the population means
  • D0 varies depending on the situation
  • Often D0 0, and the null means that there is no
    difference between the population means
  • The sampling distribution of this statistic is a
    t distribution with (n 1) degrees of freedom

17
Paired Differences Testing Rules
where ta, ta/2, and p-values are based on (n 1)
degrees of freedom.
either t gt ta/2 or t lt ta/2
18
Example on Inferences with Paired Samples
Exercise 9.32, pg. 377
19
Example on Inferences with Paired Samples
Exercise 9.32, pg. 377
  • Key sample information n 10 s 3.02 xbar
    4.0 ? .10 - .001
  • Step 1, establish hypotheses
  • H0 ?d ?pst - ?pre 0 vs. Ha ?d ?pst -
    ?pre gt 0
  • Step 2, set significance level. a .05
    (mid-range)
  • Step 3, compute the test statistic

20
Hypothesis Test and Confidence Interval
Example Exercise 9.21, pg. 369
  • Step 4a, determine the rejection point, t.05,9
    1.833
  • Step 4b, estimate the p-value. Using df 9,
    t-table gives P(T gt 3.25) .005 and P(T gt
    4.297) .001 Since 3.25 lt (t 4.19) lt 4.297,
    p-value is between 0.001 and 0.005
  • Step 5, decision reject Ho since (a) test
    statistic, t (4.19) gt rejection point (1.833) or
    (b) p-value (between .001 .005) lt ? .05.
    Note, we would F.T.R. Ho only at ? .001 of
    given range

21
Using df 9, t-table gives P(T gt 3.25) .005 and
P(T gt 4.297) .001. With t 4.19, p-value is
between .001 and .005
0.005
0.001
t 3.250 4.19
4.297
22
Hypothesis Test Example
  • Step 6, conclusion within context there is very
    strong evidence that post-exposure attitude
    scores are higher on average than pre-exposure
    attitude scores. In other words, advertisement
    appears to increase mean attitude scores.

23
100(1 - a) confidence interval for m1 - m2 is
given by
We are 95 confident that mean post-exposure
score exceeds the mean pre-exposure score by an
amount between 1.84 and 6.16. So 1.84 is a
reasonable estimate of the minimum difference
24
MegaStat Output for Paired Diff. Example
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