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Confidence Interval Calculators



Two-Sample Mean Hypothesis Testing Calculator

Hypothesis Testing for the difference between mean when σ's are Unknown


Tips about Hypothesis Testing for Mean when σ is Unknown:



Definations

  • Hypothesis Testing: A statistical method to determine whether there is enough evidence to reject a null hypothesis in favor of an alternative hypothesis.
  • Null Hypothesis (H₀): The hypothesis that there is no effect or no difference. For two means, it often states that the means are equal (μ₁ = μ₂), less than or equal to ((μ₁ ≤ μ₂), or greater than or equla to (μ₁ ≥ μ₂) .
  • Alternative Hypothesis (H₁): The hypothesis that there is an effect or a difference. For two means, it can state that the means are not equal (μ₁ ≠ μ₂), less than (μ₁ < μ₂), or greater than (μ₁ > μ₂).
  • Test Statistic: A standardized value used to determine the probability of observing the test results under the null hypothesis. For unknown population standard deviations, this is usually the t-statistic.
  • Degrees of Freedom (df): A parameter that influences the shape of the t-distribution.
  • Significance Level (α): The probability of rejecting the null hypothesis when it is actually true. Common values are 0.05, 0.01, and 0.10.




General Steps

  1. Formulate Hypotheses:
    • \(H_0: μ₁ = μ₂ : μ₁ ≥ μ₂ : μ₁ ≤ μ₂\)
    • \(H_1: μ₁ ≠ μ₂ : μ₁ < μ₂ : μ₁ > μ₂\)

    • The inequality sign in the Alternative hypothesis indicates the type of tests. i.e., \(H_1\): \(μ₁ ≠ μ₂ \) (two-tailed), \(μ₁ > μ₂ \) (right-tailed), or \(μ₁ < μ₂ \) (left-tailed)

  2. Specify the significance Level (α)
    • The common α's are 10%, 5%, and 1%.

  3. Calculate the test Statistcs (\(t_{\bar{x_1}-{x_2}}\)),
    • For equal variances: Use pooled variance.
    • \[ p_o = \sqrt{\frac{(n_1 - 1)s_1^2 + (n_2 - 1)s_2^2}{n_1 + n_2 - 2}} \] Then the standard error will be \[ δ_{\bar{x}_1 - \bar{x}_2} = p_o \sqrt{\frac{1}{n_1} + \frac{1}{n_2}} \] and the degree of fredom is as follows: \[ df = n_1 + n_2 - 2 \]
    • For unequal variances: Use the separate variances of each sample.
    • \[ δ_{\bar{x}_1 - \bar{x}_2} = \sqrt{\left( \frac{s_1^2}{n_1} \right) + \left( \frac{s_2^2}{n_2} \right)} \] and the degree of freedom will be used the Satterthwaite approximation. \[ df \approx \frac{\left( \frac{s_1^2}{n_1} + \frac{s_2^2}{n_2} \right)^2}{\frac{\left( \frac{s_1^2}{n_1} \right)^2}{n_1 - 1} + \frac{\left( \frac{s_2^2}{n_2} \right)^2}{n_2 - 1}} \]
    • Calculate the t-test statistcs \(t_{\bar{x_1}-{x_2}}\),
    • \[t_{\bar{x_1}-{x_2}} = \frac {({{\bar{x_1}-{\bar{x_2}}}}) - ({μ_1}-{μ_2})}{\delta_{\bar{x_1}-{x_2}}}\]

  4. Calculate Standard Error, degree of freedom & t-test Statistics Instantly. Optimize your data analysis now!
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    Sample 1 Sample 2


  5. Determine the critical value of t for the Desired Confidence Level:
    • Significance Levels and tα/2 Values

      In the table below, I’ve listed common significance levels (10%, 5%, 1%) along with their corresponding degrees of freedom (df) and \( t_{\alpha/2} \) and \( t_{\alpha} \) values:

      α df \( t_{\alpha/2} \) \( t_{\alpha} \)
      0.1 30 1.697 1.310
      0.05 30 2.042 1.697
      0.01 45 2.750 2.015
      N/A N/A

      where:
      α is a significance level.
      df is the degree of freedom.
      \(t_{\alpha}\) is a one-tailed t-critical Value.
      \(t_{\alpha/2}\) is a two tailed t-critical value

      Feel free to provide a signifcance level and degree of freedom in a given space, then I’ll calculate the corresponding \(t_{\alpha/2}\) and \(t_{\alpha}\) for you only!


  6. Decision:
      The decision will be made by comparing the \(t_{\bar{x_1}-\bar{x_2}}\) to the \(t_{\alpha}\).
    • If | \(t_{\bar{x_1}-\bar{x_2}}\) | > |\(t_{\alpha}\)|, reject the \(H_0\).
    • If | \(t_{\bar{x_1}-\bar{x_2}}\) | ≤ |\(t_{\alpha}\)|, fail to reject the \(H_0\).
  7. Draw the conclusin:
    • When interpreting the results of a hypothesis test, it’s essential to consider both the claim being tested and the decision made. Here’s a step-by-step guide to drawing conclusions based on the decision to reject or not reject the null hypothesis (\(H_0\)):
    • Follow this step to draw a conclusion
      • Identify the Claims:
      • Null Hypothesis \(H_0\) This represents the default position or the claim being tested.
      • Alternative Hypothesis \(H_1\) This is the claim you are trying to find evidence for.

        Make a Decisions:
      • Reject \(H_0\): Evidence suggests that \(H_0\) is not true.
      • Do Not Reject \(H_0\): Evidence is insufficient to conclude \(H_0\) is not true.

        Draw a conclusion:
        When the claim is \(H_0\):
      • Reject \(H_0\): There is evidence to rejcet the claim.
      • Do Not Reject \(H_0\): There is not enough evidences to rejct the claim.

      • When the claim is is \(H_1\):
      • Reject \(H_0\): There is evidence to support the claim.
      • Do Not Reject \(H_0\): There is not enough evidences to support the claim.


Common Errors:

Numbered and Bulleted List
  1. Incorrect Hypothesis Formulation:
    • Misstating the null and alternative hypotheses can lead to incorrect conclusions.
  2. Misinterpreting the Significance Level:
    • Confusing the significance level (α) with the p-value.
  3. Using the Wrong Degrees of Freedom:
  4. Misinterpretation of Results:
    • Especially critical in the case of unequal variances.
  5. Ignoring Assumptions:
    • Not checking if the assumptions (normality, independence, etc.) are met can invalidate the test results.


Additional Tips

  1. Normality Assumption: For small samples (n < 30):
    • The population should be normally distributed. For larger samples, the Central Limit Theory generally allows for normality.

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