testing two related means
TRANSCRIPT
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Hypothesis Testing :Two Related Means
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Comparing Two Related Means
Before-after study :
blood pressure of a patient before/after intake of a drug performance of staff before/after receiving training
Name Before AfterA
B
C
D
E
F
210
185
215
198
187
225
196
192
204
193
181
233
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Comparing Two Related Means
Repeated measure study :
blood pressure of a patient measured several times in a day
Name BloodPressure (am)
BloodPressure (pm)
A
B
C
D
:
Y
Z
135
136
121
121
:
116
117
126
129
124
119
:
123
120
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Comparing Two Related Means
Experiment with natural pairing :
comparing the heights of husband and wife comparing the IQ of twins
Pair Husband Wife
1
2
3
45
6
2.1
1.8
1.5
1.61.8
1.7
1.9
1.9
1.4
1.31.8
2.3
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Notations & Assumptions
Pair 1st sample 2nd sample Difference
1
2
:
n
X11X12:
X1n
X21X22:
X2n
D1 = X11 X21D2 = X12 X22
:
Dn = X1n X2n
The two random samples come from normal populations
The differences form a random sample from a
normal population with mean and varianceD
2
D
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Comparing Two Related Means
n n
i 1i 2i
i 1 i 11 2
D (X X )
D X Xn n
Hypotheses :
H0: D H1: D (upper-tail test)
H0: D =
H1: D
(two-tail test)
D is estimated by D where
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Paired Z Test
Used when :
populations normal
D
known
Test statistic :
D
DZn
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Paired t Test
Used when :
populations normal
D
unknown
Test statistic :
where
which has a t distribution with (n-1) df
D
D
tS n
2
1 ( )
1
n
ii
D
D D
Sn
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User Old System (1) New System (2) DifferenceC.B. 9.98 s 9.88 s 0.10
T.F. 9.88 9.86 0.02M.H. 9.84 9.75 0.09
R.K. 9.99 9.80 0.19
M.O. 9.94 9.87 0.07
D.S. 9.84 9.84 0.00
S.S. 9.86 9.87 - 0.01C.T. 10.12 9.98 0.14
K.T. 9.90 9.83 0.07
S.Z. 9.91 9.86 0.05
Paired t Test : Example
Is the new computer system faster at the 0.05 level ? You collect
the processing times of 10 jobs, assumed coming from normalpopulations :
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Paired t Test : Example
Step 1: Define hypotheses
(new system is not faster)
(new system is faster)
(continued)
0
1
: 0
: > 0
D
D
H
H
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Paired t Test : Example
Step 2: Determine the rejection region
(continued)
- Significance level is 0.05
- Critical Value:
- Reject H0 if
8331.11-01,05.01, tt n
8331.1t
8331.1110,05.0 t
RejectionRegion
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Step 3: Compute test statistic
Test Statistic
Paired t Test : Example
2
0.072
0.062151
i
i
D
DD
n
D DS
n
(continued)
0 0.072 03.66
0.06215 10D
Dt
S n
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Paired t Test : Example (continued)
Step 4: Make decision Since t = 3.66 is in
the rejection region,
we reject the nullhypothesis.
There is sufficientevidence that the
new system is fasterthan the existing
system
66.3t
Rejectionregion
8331.1110,05.0 t-4 -3.5 -3 -2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5 3 3.5 4
Test Statistic 3.66 is in the Rejection Region
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Paired tTest Using EXCEL
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Paired tTest Using EXCEL
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Paired tTest Using SPSS
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Paired tTest Using SPSS
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Paired tTest Using SPSS
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Relation Between and
22
1
2
1 1 2 2
12 2
1 1 2 2 1 1 2 2
1 1 1
2 2
1 2 12
2 2
1 2 1 2
( )
1
(( ) ( )) =
1( ) ( ) ( )( )
21 1 1
2
2
n
i
D
i
n
i i
i
n n n
i i i i
i i i
D D
S n
X X X X
n
X X X X X X X X
n n n
S S S
S S rS S
1 2, ,DS S S r