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Page 1
Professor Friedman
EXAMPLE:
Compare the following 2 groups
Drug Group
X 1 = 4.4 colds per year
S 1 = 0.7 colds per year
n 1 = 81
Placebo Group
X 2 = 4.8 colds per year
S 2 = 0.8 colds per year
n 2 = 64
Page 2
Professor Friedman
Two-Sample Z-Tests
If the samples are large, random, and independent, then (1 2 ) is a random
variable and has approximately a normal distribution, with
E 1 2 = 1 2
12
and 1 =
n1
22
n2
2 ( 1 2 )
12
So,
n1
22
n2
1 2
n1
for 1 , 2 known
n2
for 1 , 2 unknown
Page 3
Professor Friedman
X1 X 2
Z=
s12 s 22
+
n1 n2
if n 1 + n 2 32
12
n1
22
n2
When we construct the confidence interval for the mean difference in the
population ( 1 2 ), we check to see whether 0 is in the interval. If 0 is in
the interval, then we are basically saying that there may be no difference
between the two groups and the observed difference between the two sample
means is simply sampling error.
The Null hypothesis that 1 = 2 , is the same as saying that the
hypothesized mean difference is 0, i.e., ( 1 2 ) = 0.
Page 4
Professor Friedman
EXAMPLE:
Compare the following 2 groups
Drug Group
X 1 = 4.4 colds per year
S 1 = 0.7 colds per year
n 1 = 81
Placebo Group
X 2 = 4.8 colds per year
S 2 = 0.8 colds per year
n 2 = 64
.025
.025
-1.96
Z=
4.4 4.8
(.7 )2 + (.8)2
81
.4
.01605
1.96
.4
= 3.15
.127
64
Therefore, REJECT H 0
different.
Page 5
Professor Friedman
(b) Construct a 95% Confidence Interval Estimate for the difference between
the two population means
.25
The Drug group has fewer colds per year. Since 0 is not in the above
interval, we see that there is a difference between the two groups. If 0 were
in the interval, then we could not reject a 0 mean difference. The drug group
has fewer colds. We are 95% sure that the true population mean difference
between the drug group and the placebo (control) group is between .15
and .65 fewer colds per year.
Page 6
Professor Friedman
EXAMPLE
Scores on a standardized science test. Is there a difference between men and
women? Test at = .05.
s
n
Men
Women
80.0
10
100
76.5
16
64
0 : 1 = 2
1 : 1 2
.025
Z=
-1.96
80.0 76.5
(10)
(16)
+
100
64
2
.025
3.5
1.96
= 1.56
( )
3.5 1.96 5
3.5 4.4
-0.9 +7.9
Page 7
Professor Friedman
EXAMPLE
Typing Speed using MS Word. Who types faster?
Men
65 wpm
10 wpm
50
s
n
Women
68 wpm
14 wpm
60
Test at = .01.
0 : 1 = 2
1 : 1 2
.005
.005
2.58
-2.58
Z=
65 68
(10) 2 (14)
+
50
60
3
= 1.30
2.29
Page 8
Professor Friedman
4%
4%
-1.75
1.75
3 1.75(2.29 )
3 4
-7 +1
Page 9
Professor Friedman
EXAMPLE
Take-Home Pay. Who earns more: Married or unmarried people?
Married
$639.60
$60
40
S
n
Not Married
$658.20
$90
60
0 : 1 = 2
1 : 1 2
Z
.02
.02
-2.05
Z=
18.60
(60) 2 (90) 2
+
60
40
2.05
18.60
225
18.60
= 1.24
15
DO NOT REJECT H 0 .
p > .04
There is no statistically difference between married and single individuals
with regard to take-home pay.
Page 10
Professor Friedman
(b) Construct a 95% CIE for the difference between two means
18.60 1.96(15)
))
(
29.40
-$48 +$10.80
Page 11
Professor Friedman
EXAMPLE
Life Span of Marijuana and non-Marijuana Users
Non users
75.2 years
8.0 years
200
s
n
Marijuana users
73.2 years
7.0 years
100
0 : 1 = 2
1 : 1 2
Z
.025
.025
-1.96
Z=
75.2 73.2
(8) 2 (7) 2
+
200 100
2
.81
1.96
2
= 2.22
.9
Reject H 0 p < .05. . The two groups are indeed statistically different.
Non-users live longer.
(b) Construct a 95% CIE for the difference between the two means
2 1.96(.9)
2 1.8
+ .2 years
+3.8 years
Page 12
Professor Friedman
EXAMPLE
Are the machine tools manufactured by Company X and Y different with
regard to how long they last?
s
n
Company X
16.2 weeks
.2 weeks
40
Company Y
15.9 weeks
.2 weeks
40
0 : 1 = 2
1 : 1 2
Z
.02
.02
-2.05
2.05
16.2 15.9
.3
.3
=
=
= 6.67
2
2
(.2)
(.2)
.002 .045
+
40
40
Page 13
Professor Friedman
Page 14
Professor Friedman
Two-Sample t-Tests
Use Z if 1 , 2 are known OR samples are large
Use t when 1 , 2 are unknown AND samples are small (n 1 + n 2 < 32)
t n1 +n2 2 =
where
2
pooled
1 2
1 1
2
( + )
S pooled
n1 n2
(n1 1) S12 + (n2 1) S 22
=
n1 + n2 2
2
NOTE: S pooled
is a weighted average of S12 and S 22 , weighted by degrees of
freedom.
----------------------------------------------------------------------------------------Technically, to use this formula one must know (or prove statistically) that
the two variances are equal this property is called homoskedasticity.
(Incidentally, some spell homoskedasticity with a k and others spell it with
a c, homoscedasticity. ) If the variances are not statistically equivalent, one
may not pool the variances. An F-test may be performed to test for whether
2
2
S1 and S1 are statistically equivalent, i.e., homoskedasticity:
Fd . f .L ,d . f .S
2
S LARGER
= 2
S SMALLER
Page 15
Professor Friedman
EXAMPLE
Score on a standardized reading examination.
Men
Women
80 = 1
16 = S 1
16 = n1
84 = 2
20 = S 2
15 = n 2
Test at = .05
0 : 1 = 2
1 : 1 2
t 29
.025
.025
2.045
-2.045
2
S pooled
=
80 84
325.5(
1 1
+ )
16 15
4
42.04
4
= .62
6.48
Page 16
Professor Friedman
EXAMPLE
Which company, if any, has a better daily wage
Company A
1 = $210
S 1 = $25
n1 = 10
Company B
2 = $175
S 2 = $20
n 2 = 20
Test at = 0.01
0 : 1 = 2
1 : 1 2
t 28
.005
.005
-2.7633
2
S pooled
=
t 28 =
2.7633
9(625) + 19(400)
= 472.3
28
210 175
1
1
472.3( + )
10 20
35
70.845
35
= 4.16
8.42
Reject H 0 at p < .01. The two groups are indeed statistically different.
Page 17
Professor Friedman
EXAMPLE
Two types of precast concrete beams are being considered for sale. The
only difference between the two beams is in the type of material used.
Strength is measured in terms of pounds per square inch (psi) of pressure.
Which beams are stronger, those from Supplier A or those from Supplier B?
Test at = 0.05
Supplier A
Supplier B
1 = 5000 psi
2 = 4975 psi
S1 = 50
psi
S 2 = 60
psi
n1 = 12
batches
n2 = 10
batches
0 : 1 = 2
1 : 1 2
t 20
.025
.025
-2.086
2
S pooled
=
t 20 =
2.086
11(2500) + 7(3600)
= 2995
20
5000 4975
2995(
1 1
+ )
12 10
25
549
25
= 1.07
23.4
Page 18
Professor Friedman
EXAMPLE
Two approaches to dealing with liver cancer (additional years of life) Are
they different? Test at a = .05
Approach A
Approach B
1 = 6.2 years
2 = 5.6 years
S1 = .69 years
S 2 = .60 years
n1 = 10
n2 = 17
0 : 1 = 2
1 : 1 2
t 25
.025
.025
2.0595
-2.0595
2
S pooled
=
t 25 =
9(.476) + 16(.36)
= .402
25
6.2 5.6
1 1
.402( + )
10 17
.6
.064
.6
= 2.37
.253
REJECT H 0
Page 19
Professor Friedman
EXAMPLE
Who lives longer? Test at =.01
Single Men
1 = 72.5 years
Married Men
2 = 74.5 years
S1 = 7.0 years
S 2 = 8.0 years
n1 = 14
n 2 = 16
0 : 1 = 2
1 : 1 2
t 28
.005
.005
2.7633
2
S pooled
2.7633
13(49) + 15(64)
= 57
28
t 28 =
57(
1
1
+ )
14 16
Do not reject H 0 .
2
7.6
2
= .72
2.76
Page 20
Professor Friedman
EXAMPLE
Absenteeism of Executives
Test at = .05
Female Executives
Male Executives
1 = 9.2 days
S1 = 1.1 days
2 = 10.4 days
S 2 = .9 days
n1 = 9
n2 = 20
0 : 1 = 2
1 : 1 2
t 27
.025
.025
2.0518
-2.0518
2
S pooled
=
t 27 =
8(1.21) + 19(.81)
= .929
27
9.2 10.4
1 1
.929( + )
9 20
1.2
.14967
1.2
= 3.1
.387
Page 21
Professor Friedman
Assuming
Mean
Variance
Observations
Pooled Variance
Hypothesized Mean Difference
df
t Stat
P(T<=t) one-tail
t Critical one-tail
P(T<=t) two-tail
t Critical two-tail
Equal
Variable 1
437.4705882
97784.13971
17
101002.8493
0
32
-1.05928794
0.148699644
1.693888407
0.297399288
2.036931619
Variable 2
552.9412
104221.6
17
Answer: If a two-tail test was done, the probability of getting the sample
evidence (or sample evidence showing an even larger difference) given that
there is no difference in the population means of job satisfaction scores for
men and women is .30 (rounded from .297399288). In another words, if
men and women spend the same on wine, there is a 30% chance of getting
the sample evidence (or sample evidence indicating a larger difference
between men and women) we obtained. Statisticians usually test at an alpha
of .05 so we do not have evidence to reject the null hypothesis. Conclusion:
There is no statistically significant difference between men and women on
how much they spend on wine consumption.
Page 22
Professor Friedman
Page 23
Professor Friedman
X 1 (Before) X 2 (After)
150
130
160
145
155
150
170
162
150
140
145
125
170
155
160
140
165
163
160
160
D
=(X 1 -X 2 )
20
15
5
8
10
20
15
20
2
0
115
D2
400
225
25
64
100
400
225
400
4
0
1,843
H 0 : D = 0 (mean difference is 0)
H1 : D 0
Page 24
Professor Friedman
t9
.025
.025
2.2622
-2.2622
t9 =
D
=
SD / n
n D 2 ( D ) 2
n 1
t9 =
115
10(1843) (115) 2
9
115
= 4.78
24.05
Page 25
Professor Friedman
(Example 2)
X 1 (Before) X 2 (After) D=(X 1 -X 2 )
12
15
-3
4
9
-5
17
16
1
3
9
-6
5
5
0
18
14
4
15
7
8
14
8
6
8
1
7
6
17
-11
16
25
-9
15
12
3
-5
D2
9
25
1
36
0
16
64
36
49
121
81
9
447
0 : D = 0
1 : D 0
t 11
.025
.025
2.2010
-2.2010
t11 =
5
5(447) (5) 2
11
5
= .23
22
Page 26