Means Independent Samples: Comparing Means

32
Independent Samples: Comparing Means Robb T. Koether Homework Review The Sampling Distribution of x 1 - x 2 An Example Using z When σ 1 and σ 2 are Unknown An Example Using t Hypothesis Testing for μ 1 - μ 2 on the TI-83 Assignment Independent Samples: Comparing Means Lecture 38 Section 11.4 Robb T. Koether Hampden-Sydney College Fri, Nov 7, 2008

Transcript of Means Independent Samples: Comparing Means

Page 1: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Independent Samples:Comparing Means

Lecture 38Section 11.4

Robb T. Koether

Hampden-Sydney College

Fri, Nov 7, 2008

Page 2: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Outline

1 Homework Review

2 The Sampling Distribution of x1 − x2

3 An Example Using z

4 When σ1 and σ2 are Unknown

5 An Example Using t

6 Hypothesis Testing for µ1 − µ2 on the TI-83

7 Assignment

Page 3: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Homework Review

Exercise 11.6, page 677.

For each of the following research questions, brieflydescribe how you might design a study to address thequestion (discuss whether paired or independent sampleswould be obtained):(a) Do sophomore students seek the advice of an academic

advisor more often than freshmen students?(b) Will taking a one-hour Kaplan SAT prep course improve

test scores on average by 30 points?(c) For twins, is the first born taller on average as compared

to the second born when they reach the adult age of 18?

Page 4: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Homework Review

Solution(a) It would be easier to do this with independent samples.

You would gather a sample of freshmen and a sample ofsophomores.You would find the proportion of students in each samplewho sought the advice of an academic advisor.Compare the difference of the sample proportions to 0.

This cannot be done easily with paired data.

Page 5: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Homework Review

Solution(b) This, too, would be easier to do this with independent

samples although it would be better to use paired data.You would gather a sample of students who had takenthe Kaplan SAT prep course and a sample of studentswho had not.You would find the average score on the SAT test foreach sample.Then compare the difference of the sample means to 30.

Page 6: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Homework Review

Solution(b) To do it using paired data

You would have to gather one sample of students andgive them the SAT test.Then run them through the Kaplan SAT prep course andthen give them the SAT test again.For each student, compute the difference between histwo scores.Then compare the average of the differences to 0.

Page 7: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Homework Review

Solution(c) This study would naturally be done using paired

samples.Gather a sample of 18-year-old twins (both twins in eachcase).For each pair, measure the heights of both twins.Find the difference for each pair.Compare the average of the differences to 0.

Page 8: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

The Distribution of x1 − x2

Now let’s consider two populations.Population 1 has mean µ1 and standard deviation σ1.Population 2 has mean µ2 and standard deviation σ2.We wish to compare µ1 and µ2.We do so by taking samples and comparing samplemeans x1 and x2.This means that we need to know the distribution ofx1 − x2?

Page 9: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

The Distribution of x1 − x2

For large sample sizes, we know that

x1 is N(µ1,

σ1√n1

)and

x2 is N(µ2,

σ2√n2

)Therefore, x1 − x2 has mean and standard deviation

µx1−x2 = µ1 − µ2,

σx1−x2 =

√σ2

1n1

+σ2

2n2. . .

Page 10: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

The Distribution of x1 − x2

. . . And

x1 − x1 is N

µ1 − µ2,

√σ2

1n1

+σ2

2n2

.

Page 11: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

The Distribution of x1 − x2

Therefore,

z =(x1 − x1)− (µ1 − µ2)√

σ21

n1+ σ2

2n2

.

Page 12: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

The Distribution of x1 − x2

Use z ifσ1 and σ2 are known and the populations are normal.The populations are not normal, but the sample sizesare large (whether or not σ1 and σ2 are known).

Page 13: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Example

Example (Testing hypotheses concerning µ1 − µ2)

A new drug is introduced. Is it better than the old drug?A group of 40 patients was given the new drug and agroup of 60 patients was given the old drug.Time until recovery (in days) was measured for eachpatient.

New Drug (# 1) Old Drug (# 2)n1 = 40 n2 = 60x1 = 5.4 x2 = 6.8s1 = 1.8 s2 = 1.3

Test the hypotheses at the 5% level of significance.

Page 14: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Example

Example (Testing hypotheses concerning µ1 − µ2)

(1) µ1 = average time to recovery for the new drug.µ2 = average time to recovery for the old drug.H0 : µ1 − µ2 = 0.H1 : µ1 − µ2 < 0.

(2) α = 0.05.(3) The test statistic:

z =(x1 − x2)− (µ1 − µ2)√

s21

n1+ s2

2n2

.

Page 15: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Example

Example (Testing hypotheses concerning µ1 − µ2)

(4) Compute z:

z =(5.4− 6.8)− 0√

1.82

40 + 1.32

60

=−1.4

0.3304= −4.237.

(5) p-value = normalcdf(-E99,-4.237) = 1.132× 10−5.

Page 16: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Example

Example (Testing hypotheses concerning µ1 − µ2)

(6) Reject H0.(7) The average time to recovery for the new drug is less

than it is for the old drug. That is, the new drug is moreeffective than the old drug.

Page 17: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

When σ1 and σ2 are Unknown

What if σ1 and σ2 are unknown?Then we substitute s1 and s2 as approximations forthem.Whenever we use s1 and s2 instead of σ and thepopulations are normal, then we will have to use the tdistribution instead of the standard normal distribution,unless the sample sizes are large.

Page 18: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

When σ1 and σ2 are Unknown

The formula for t that we end up with will be muchsimpler if we make one more assumption:

Assume that σ1 = σ2.To make this assumption, we need evidence.Sufficient evidence will be that s1 and s2 are pretty closeto each other.Let σ represent the common value of σ1 and σ2.

Page 19: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Estimating σ

Under this assumption, we can simplify the formula forσx1−x2 .

σx1−x2 =

√σ2

1n1

+σ2

2n2

=

√σ2

n1+σ2

n2

= σ

√1n1

+1n2

Page 20: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Estimating σ

Individually, s1 and s2 estimate σ.However, we can get a better estimate for σ than eitherone of these if we “pool” s1 and s2 together.The pooled estimate for σ is

sp =

√(n1 − 1)s2

1 + (n2 − 1)s22

n1 + n2 − 2

Page 21: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

x1 − x2 and the t Distribution

The number of degrees of freedom is

df = df1 + df2 = n1 + n2 − 2.

So the test statistic is

t =(x1 − x2)− (µ1 − µ2)

sp

√1n1

+ 1n2

Page 22: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Example

Example (Testing µ1 = µ2 using t)

Suppose we test the new drug on only 8 patients andthe old drug on 16 patients.We record the number of days until recovery for eachindividual.The results are

New Drug (#1) Old Drug (#2)x1 = 5.3 x2 = 6.4s1 = 1.4 s2 = 2.0n1 = 8 n2 = 16

Test the hypothesis that the new drug is better, using a1% significance level.

Page 23: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Example

Example (Testing µ1 = µ2 using t)

(1) Let µ1 = average time to recovery for the new drug.Let µ2 = average time to recovery for the old drug.H0 : µ1 = µ2H1 : µ1 < µ2

(2) α = 0.01.

Page 24: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Example

Example (Testing µ1 = µ2 using t)

(3) The test statistic is

t =(x1 − x2)− (µ1 − µ2)

sp

√1n1

+ 1n2

with df = n1 + n2 − 2.

Page 25: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Example

Example (Testing µ1 = µ2 using t)

(4) Compute

sp =

√7s2

1 + 15s22

22= 1.831

andt =

(5.3− 6.4)− 0

1.831√

18 + 1

16

=−1.1

0.7928= −1.387.

Page 26: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Example

Example (Testing µ1 = µ2 using t)

(5) The number of degrees of freedom isdf = df1 + df2 = 22, so the p-value is

p-value = P(t22 < −1.387)= tcdf(-E99,-1.387,22)

= 0.0897.

Page 27: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Example

Example (Testing µ1 = µ2 using t)

(6) The p-value is much bigger than α, so we accept H0.(7) The new drug is no more effective than the old drug.

Page 28: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

The TI-83 - Means of Independent Samples

TI-83 Two-sample z or t testEnter the data from the first sample into L1.Enter the data from the second sample into L2.Press STAT > TESTS.Choose either 2-SampZTest or 2-SampTTest,depending on the circumstances.Choose Data or Stats.

Page 29: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

The TI-83 - Means of Independent Samples

TI-83 Two-sample z or t testProvide the information that is requested.2-SampTTest will ask whether to use a pooledestimate of σ. Answer yes.Select Calculate and press ENTER.

Note that you are not asked for the hypotheticaldifference between µ1 and µ2.The TI-83 assumes that the null hypothesis isH0 : µ1 = µ2.That is, the hypothetical difference is always 0.

Page 30: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

The TI-83 - Means of Independent Samples

TI-83 Two-sample z or t testThe display shows, among other things, the value of thetest statistic (z or t) and the p-value.It also shows, for the t test, the value of the pooledestimate sp.

Page 31: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

An Example

PracticeRework the previous example using the TI-83.

Page 32: Means Independent Samples: Comparing Means

IndependentSamples:

ComparingMeans

Robb T.Koether

HomeworkReview

The SamplingDistribution ofx1 − x2

An ExampleUsing z

When σ1 andσ2 areUnknown

An ExampleUsing t

HypothesisTesting forµ1 − µ2 onthe TI-83

Assignment

Assignment

HomeworkRead Section 11.4, pages 695 - 712 (skip confidenceintervals for now).Let’s Do It! 11.6.Exercises 26(omit c), 27(omit d), 28, 29, 31, 32, page713.