One Sample T Statistics - Lecture Notes | MATH 243, Study notes of Probability and Statistics

Material Type: Notes; Class: + Dis >4; Subject: Mathematics; University: University of Oregon; Term: Unknown 1989;

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MATH 243, LECTURE 19
1. One-sample t-statistics
We are working in our basic framework: there is some measurement we’d like to understand over a large
population; sometimes there is some guess about that measurement we would like to test; so we take great
pains to obtain a random sample; the question is then “what can we deduce about the entire population
from just knowing this sample?” This is the basic question of study in statistics.
Suppose the measurement we are interested is some mean and we take a sample of size n. In one-sample
t-statistics we compute the sample mean - call it ¯x. We compute the deviation of the sample, which is
called the standard error - call it s. We use ¯xand sto compute confidence intervals or test hypothesis in
pretty much the same manner as we did before with splaying the role of σand, most importantly, using
the appropriate t-distribution (for size n) to convert between deviations and probabilities.
With probability C% the (true) mean µhas values between xtσ
nand x+tσ
n, where tis
the critical value associated to the t(n1)-distribution such that there is a C% chance of finding
a value between tand t.
To test the null hypothesis, H0:µ=µ0, we calculate
t0=xµ0
s/n
Then P(t |t0|)< α supports the alternative hypothesis Ha:µ6=µ0at level α.
Example 1. Use t-statistics to say whether a sample of size n= 81 with x= 52.1and s= 3.1can be used
to reject a null-hypothesis of µ50 at the 5% and 1% levels.
We can translate other kinds of problems, such as finding sufficient sample sizes, immediately as well.
Example 2. With data as above, how big a sample size is needed to achieve a margin of error of 0.2with
a confidence level of 99%?
1.1. Matched pairs t-procedures. As we saw earlier in the quarter, experiments are more convincing
than surveys, so it is helpful to see the use of t-statistics in this setting. In a matched-pairs experiment,
similar subjects are matched up and then at random given two different treatments, with the results then
measured and compared.
Example 3. Suppose a matched-pairs experiment is set up comparing two diets: the SeeFood diet and the
HiPhat diet. Matched pairs each go on one of these diets and the difference in weight loss is taken in each
pair. The data over 18 matched pairs is as follows:
3.5,6.7,9.5,7.3,0.5,5.0,5.0,5.3,6.1,6.8,
3.8,2.2,1.3,1.7,1.6,3.1,6.2,9.5
(Here a value of 3.5 means that in the first pair the SeeFood person “lost” 3.5 pounds more than the HiPhat
person (it could be that the SeeFood person gained 5 pounds while the HiPhat person gained 8.5 pounds)).
Test the hypothesis that SeeFood leads to more weight loss than HiPhat at level α= 5%. (To get started:
x= 1.58.s= 5.32.)
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MATH 243, LECTURE 19

  1. One-sample t-statistics We are working in our basic framework: there is some measurement we’d like to understand over a large population; sometimes there is some guess about that measurement we would like to test; so we take great pains to obtain a random sample; the question is then “what can we deduce about the entire population from just knowing this sample?” This is the basic question of study in statistics. Suppose the measurement we are interested is some mean and we take a sample of size n. In one-sample t-statistics we compute the sample mean - call it ¯x. We compute the deviation of the sample, which is called the standard error - call it s. We use ¯x and s to compute confidence intervals or test hypothesis in pretty much the same manner as we did before with s playing the role of σ and, most importantly, using the appropriate t-distribution (for size n) to convert between deviations and probabilities.
  • With probability C% the (true) mean μ has values between x − t∗^ √σn and x + t∗^ √σn , where t∗^ is the critical value associated to the t(n − 1)-distribution such that there is a C% chance of finding a value between −t∗^ and t∗.
  • To test the null hypothesis, H 0 : μ = μ 0 , we calculate

t 0 = x − μ 0 s/

n Then P (t ≥ |t 0 |) < α supports the alternative hypothesis Ha : μ 6 = μ 0 at level α.

Example 1. Use t-statistics to say whether a sample of size n = 81 with x = 52. 1 and s = 3. 1 can be used to reject a null-hypothesis of μ ≤ 50 at the 5% and 1% levels.

We can translate other kinds of problems, such as finding sufficient sample sizes, immediately as well.

Example 2. With data as above, how big a sample size is needed to achieve a margin of error of 0. 2 with a confidence level of 99%?

1.1. Matched pairs t-procedures. As we saw earlier in the quarter, experiments are more convincing than surveys, so it is helpful to see the use of t-statistics in this setting. In a matched-pairs experiment, similar subjects are matched up and then at random given two different treatments, with the results then measured and compared.

Example 3. Suppose a matched-pairs experiment is set up comparing two diets: the SeeFood diet and the HiPhat diet. Matched pairs each go on one of these diets and the difference in weight loss is taken in each pair. The data over 18 matched pairs is as follows:

  1. 5 , − 6. 7 , 9. 5 , − 7. 3 , 0. 5 , 5. 0 , 5. 0 , 5. 3 , − 6. 1 , 6. 8 ,
  2. 8 , − 2. 2 , − 1. 3 , 1. 7 , − 1. 6 , − 3. 1 , 6. 2 , 9. 5

(Here a value of 3.5 means that in the first pair the SeeFood person “lost” 3.5 pounds more than the HiPhat person (it could be that the SeeFood person gained 5 pounds while the HiPhat person gained 8.5 pounds)). Test the hypothesis that SeeFood leads to more weight loss than HiPhat at level α = 5%. (To get started: x = 1. 58. s = 5. 32 .)

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2 MATH 243, LECTURE 19

1.2. When t-procedures are applicable. In learning basic methods of confidence intervals and hypoth- esis tests, we assumed that the sample taken was big enough that the Central Limit Theorem implied a normal sampling distribution. Now that we are doing t-procedures, which are more realistic, we should address when they are applicable in practice.

Fact 4. • If the sample size is less than 15, you can use t-procedures if the data is close to Normal (symmetric, single peak, no outliers).

  • If the sample size is over 15, t-procedures can be used except when there are outliers or when the distribution is strongly skewed.
  • If the sample size is (roughly) over 40, t-procedures can always be used. And most importantly, the sample must be random!!

Example 5. Produce three different data shapes and sizes where t-procedures may be used, and three different data shapes and size where they may not be used.

1.3. Time alloted for test review.