Top Banner
Student’s t test Student’s t test This test was invented by a This test was invented by a statistician working for the statistician working for the brewer Guinness. He was brewer Guinness. He was called WS Gosset (1867- called WS Gosset (1867- 1937), but preferred to keep 1937), but preferred to keep anonymous so wrote under the anonymous so wrote under the name “Student”. name “Student”.
26

Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

Apr 01, 2015

Download

Documents

Rudy Knopp
Welcome message from author
This document is posted to help you gain knowledge. Please leave a comment to let me know what you think about it! Share it to your friends and learn new things together.
Transcript
Page 1: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

Student’s t testStudent’s t test

This test was invented by a This test was invented by a statistician working for the statistician working for the brewer Guinness. He was brewer Guinness. He was called WS Gosset (1867-called WS Gosset (1867-1937), but preferred to keep 1937), but preferred to keep anonymous so wrote under anonymous so wrote under the name “Student”.the name “Student”.

Page 2: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

The t-distributionThe t-distribution

William Gosset lived from 1876 to 1937

Gosset invented the t -test to handle small samples for quality control in brewing. He wrote under the name "Student".

Page 3: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

t-Statistict-Statistic

ns

xt

/

When the sampled population is normally When the sampled population is normally distributed, the t statistic is Student t distributed, the t statistic is Student t distributed with n-1 degrees of freedom.distributed with n-1 degrees of freedom.

Page 4: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

T-testT-test1.1. Test for single meanTest for single mean Whether the sample mean is equal to the predefined

population mean ?

2. Test for difference in means. Test for difference in means Whether the CD4 level of patients taking treatment A is

equal to CD4 level of patients taking treatment B ?

3. Test for paired observationTest for paired observation Whether the treatment conferred any significant benefit ?

Page 5: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

T- test for single T- test for single meanmeanThe following are the weight (mg) of each of 20

rats drawn at random from a large stock. Is it likely that the mean weight for the whole stock could be 24 mg, a value observed in some previous work?.

9 18 21 2614 18 22 2715 19 22 2915 19 24 3016 20 24 32

Page 6: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

Steps for test for single meanSteps for test for single mean

1. Questioned to be answered Is the Mean weight of the sample of 20 rats is 24 mg?

N=20, =21.0 mg, sd=5.91 , =24.0 mg

2. Null Hypothesis The mean weight of rats is 24 mg. That is, The

sample mean is equal to population mean.

3. Test statistics --- t (n-1) df

4. Comparison with theoretical value if tab t (n-1) < cal t (n-1) reject Ho, if tab t (n-1) > cal t (n-1) accept Ho,5. Inference

ns

xt

/

x

Page 7: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

t –test for single mean t –test for single mean Test statisticsTest statistics

n=20, =21.0 mg, sd=5.91 , n=20, =21.0 mg, sd=5.91 , =24.0 mg=24.0 mg

tt = t = t .05, 19 .05, 19 = 2.093 = 2.093 Accept H Accept H00 if t < 2.093 if t < 2.093Reject HReject H00 if t >= 2.093 if t >= 2.093

x

30.22091.5240.21 ll

t

Inference :Inference :

There is no evidence that the sample is taken There is no evidence that the sample is taken from the population with mean weight of 24 gmfrom the population with mean weight of 24 gm

Page 8: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.
Page 9: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

-1.9

6-1

.96 00

Area = .025Area = .025

Area =.005Area =.005

ZZ

-2.5

75-2

.575

Area = .025Area = .025

Area = .005Area = .005

1.96

1.96

2.57

52.

575

Determining the p-ValueDetermining the p-Value

Page 10: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

.95

t0

f(t)

-1.96 1.96

.025

red area = rejection region for 2-sided test

Page 11: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

Given below are the 24 hrs total energy Given below are the 24 hrs total energy expenditure (MJ/day) in groups of lean expenditure (MJ/day) in groups of lean and obese women. Examine whether the and obese women. Examine whether the obese women’s mean energy expenditure obese women’s mean energy expenditure is significantly higher ?.is significantly higher ?.

Lean Lean

6.1 7.0 7.56.1 7.0 7.5

7.5 5.5 7.67.5 5.5 7.6

7.9 8.1 8.17.9 8.1 8.1

8.1 8.4 10.28.1 8.4 10.2

10.9 10.9

T-test for difference in means

ObeseObese 8.8 9.2 9.28.8 9.2 9.2 9.7 9.7 10.09.7 9.7 10.0 11.5 11.8 12.811.5 11.8 12.8

Page 12: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

Two sample t-testTwo sample t-test

Difference between means

Sample size

Variability of data

t-test t t ++

Page 13: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

T-test for difference in means T-test for difference in means Null HypothesisNull Hypothesis

Obese women’s mean energy expenditure is Obese women’s mean energy expenditure is equal to the lean women’s energy expenditure.equal to the lean women’s energy expenditure.

Test statistics :Test statistics :

t x 1 x 2

1

n1

1

n2

(n1 1)s12 (n2 1)s2

2

n1 n2 2

x x

1, 2 - means of sample 1 and sample 2

1, 2 – sd of sample 1 and sample 2

n1 , n2 – number of study subjects in sample 1 and sample 2

t(n1+n2-t(n1+n2-2) 2)

Page 14: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

T-test for difference in meansT-test for difference in meansData SummaryData Summary

lean lean ObeseObese

N 13 9N 13 9

8.10 8.10 10.3010.30

S 1.38 S 1.38 1.251.25

82.3

1325.1

932.1

3.101.822

llt

Inference : The cal t (3.82) is higher than tab t at 0.05, 20. ie 2.086 . This implies that there is a evidence that the mean energy expenditure in obese group is significantly (p<0.05) higher than that of lean group

tab t 9+13-2 =20 df = t 0.05,20 =2.086

x

Page 15: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.
Page 16: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

ExampleExampleSuppose we want to test the Suppose we want to test the

effectiveness of a program designed effectiveness of a program designed to increase scores on the to increase scores on the quantitative section of the Graduate quantitative section of the Graduate Record Exam (GRE). We test the Record Exam (GRE). We test the program on a group of 8 students. program on a group of 8 students. Prior to entering the program, each Prior to entering the program, each student takes a practice quantitative student takes a practice quantitative GRE; after completing the program, GRE; after completing the program, each student takes another practice each student takes another practice exam. Based on their performance, exam. Based on their performance, was the program effective?was the program effective?

Page 17: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

Each subject contributes 2 scores: Each subject contributes 2 scores: repeated measures designrepeated measures design

Student Before Program After Program

1 520 555

2 490 510

3 600 585

4 620 645

5 580 630

6 560 550

7 610 645

8 480 520

Page 18: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

Can represent each student with a single Can represent each student with a single score: the difference (D) between the scoresscore: the difference (D) between the scores

StudentBefore Program After Program

D

1 520 555 35

2 490 510 20

3 600 585 -15

4 620 645 25

5 580 630 50

6 560 550 -10

7 610 645 35

8 480 520 40

Page 19: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

Approach: test the effectiveness Approach: test the effectiveness of program by testing significance of program by testing significance of Dof D

Alternative hypothesis: program Alternative hypothesis: program is effective → scores after is effective → scores after program will be higher than program will be higher than scores before program → average scores before program → average D will be greater than zeroD will be greater than zero

HH00: µ: µDD ≤ 0 ≤ 0

HH11: µ: µDD > 0 > 0

Page 20: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

StudentBefore

ProgramAfter

Program D D2

1 520 555 35 1225

2 490 510 20 400

3 600 585 -15 225

4 620 645 25 625

5 580 630 50 2500

6 560 550 -10 100

7 610 645 35 1225

8 480 520 40 1600

∑D = 180 ∑D2 = 7900

So, need to know ∑D and ∑D2:

Page 21: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

Recall that for single samples:Recall that for single samples:

error standard

mean - score

X

obt s

Xt

For related samples:For related samples:

D

Dobt s

Dt

where:

N

ss D

D and

1

2

2

N

N

DD

sD

Page 22: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

45.23

188

1807900

1

22

2

N

N

DD

sD

5.228

180

N

DD

Standard deviation of D:Standard deviation of D:

Mean of D:Mean of D:

Standard error:Standard error:

2908.88

45.23

N

ss D

D

Page 23: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

D

Dobt s

Dt

Under H0, µD = 0, so:

714.22908.8

5.22

D

obt s

Dt

From Table B.2: for α = 0.05, one-tailed, with df = 7,

tcrit = 1.895

2.714 > 1.895 → reject H0

The program is effective.

Page 24: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.
Page 25: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

t-Valuet-Valuet is a measure of:How difficult is it to believe the null hypothesis?

High t Difficult to believe the null hypothesis -

accept that there is a real difference.

Low t Easy to believe the null hypothesis -

have not proved any difference.

Page 26: Student’s t test This test was invented by a statistician working for the brewer Guinness. He was called WS Gosset (1867-1937), but preferred to keep.

In Conclusion !In Conclusion !

Student ‘s t-test will be used:Student ‘s t-test will be used: --- When Sample size is small--- When Sample size is small and for the following situations:and for the following situations: (1) to compare the single sample (1) to compare the single sample

meanmean with the population meanwith the population mean (2) to compare the sample means of (2) to compare the sample means of two indpendent samplestwo indpendent samples (3) to compare the sample means of (3) to compare the sample means of

paired samples paired samples