Confidence Interval Calculators
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
- 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) - Specify the significance Level (α)
- The common α's are 10%, 5%, and 1%.
- 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 \(t_{\bar{x_1}-{x_2}}\), \[t_{\bar{x_1}-{x_2}} = \frac {({{\bar{x_1}-{\bar{x_2}}}}) - ({μ_1}-{μ_2})}{\delta_{\bar{x_1}-{x_2}}}\]
- Determine the critical value of t for the Desired Confidence Level:
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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 valueFeel 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!
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- 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 \(H_0\).
- 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
- 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.
- 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.
- Reject \(H_0\): There is evidence to rejcet the claim.
- Do Not Reject \(H_0\): There is not enough evidences to rejct the claim.
- Reject \(H_0\): There is evidence to support the claim.
- Do Not Reject \(H_0\): There is not enough evidences to support the claim.
- Identify the Claims:
- Make a Decisions:
- Draw a conclusion:
When the claim is \(H_0\):
When the claim is is \(H_1\):
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Sample 1 | Sample 2 |
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|
|
Standard Error (δ̅x1 - ̅x2) | -- |
Degrees of Freedom | -- |
t-Statistic (\(t_{\bar{x_1}-{x_2}}\)) | -- |
Common Errors:
- Incorrect Hypothesis Formulation:
- Misstating the null and alternative hypotheses can lead to incorrect conclusions.
- Misinterpreting the Significance Level:
- Confusing the significance level (α) with the p-value.
- Using the Wrong Degrees of Freedom:
- Misinterpretation of Results:
- Especially critical in the case of unequal variances.
- Ignoring Assumptions:
- Not checking if the assumptions (normality, independence, etc.) are met can invalidate the test results.
Additional Tips
- 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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