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A test for Normal

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A test for Normal

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Samples

t-Tests for One Sample & Two Related Samples

• The z-test (of a sample mean against a population mean) is

based on the assumption that the sample means are normally

distributed.

– The underlying population (e.g., of test scores) is normally distributed

– The sample size (n) is sufficiently large to approximate normality by way

of the central limit theorem

(σ)

t-Tests for One Sample & Two Related Samples

The t-Statistic

• What if we don’t know σ ?

– In most real-world situations in which we want to test a hypothesis, we

do not know the population standard deviation σ

– If we don’t know σ we can compute a test statistic using s, but this

statistic will no longer be normally distributed, so we can no longer use

the z test statistic

• Why?

– s is variable across samples and its sampling distribution is not normally

distributed

• s2 is distributed as a chi-square distribution, which we’ll talk about near the

end of the semester

t-Tests for One Sample & Two Related Samples

Sample 1

Student Score s 2 45.70

M 74.2 155 74

120 67 s 6.76

66 69

216 77

188 84

Sample 2

Student Score 7

s 2 20.80 n5

M 73.4 237 68

192 76 s 4.56

101 78

109 69

180 76

Sample 3

Student Score

221 65 s 2 11.80

M 67.6

85 70 s 3.44

223 71

48 63

40 69

t-Tests for One Sample & Two Related Samples

The t-Statistic

• If we compute something like z, but using s instead of σ, we

get a statistic that follows the t distribution

Remember: Similarly,

M M

z , t ,

M sM

s

where M where sM

n n

t-Tests for One Sample & Two Related Samples

(n = 5)

t-Tests for One Sample & Two Related Samples

• You can think of the t statistic as an "estimated z-score."

• The estimation comes from the fact that we are using the sample

variance to estimate the unknown population variance.

the distribution of t approximates a normal distribution and how well

the t statistic represents a z-score.

– For large samples (large df), the estimation is very good and the t statistic

will be very similar to a z-score.

– For small samples (small df), the t statistic will provide a relatively poor

estimate of z.

– For large df, the t distribution will be nearly normal, but for small df, the t

distribution will be flatter and more spread out than a normal distribution.

t-Tests for One Sample & Two Related Samples

The shape of the t-distribution depends on the number of degrees of freedom

t-Tests for One Sample & Two Related Samples

Smaller samples (with fewer df) require greater t values to reject H0

t(4), α = 0.05

t(200), α = 0.05

t-Tests for One Sample & Two Related Samples

Level of significance for one-tailed test

0.25 0.2 0.15 0.1 0.05 0.025 0.01 0.005 0.0005

t-Distribution Table Level of significance for two-tailed test

df 0.5 0.4 0.3 0.2 0.1 0.05 0.02 0.01 0.001

1 1.000 1.376 1.963 3.078 6.314 12.706 31.821 63.657 636.619

2 0.816 1.061 1.386 1.886 2.920 4.303 6.965 9.925 31.599

3 0.765 0.978 1.250 1.638 2.353 3.182 4.541 5.841 12.924

4 0.741 0.941 1.190 1.533 2.132 2.776 3.747 4.604 8.610

5 0.727 0.920 1.156 1.476 2.015 2.571 3.365 4.032 6.869

6 0.718 0.906 1.134 1.440 1.943 2.447 3.143 3.707 5.959

α 7 0.711 0.896 1.119 1.415 1.895 2.365 2.998 3.499 5.408

8 0.706 0.889 1.108 1.397 1.860 2.306 2.896 3.355 5.041

9 0.703 0.883 1.100 1.383 1.833 2.262 2.821 3.250 4.781

10 0.700 0.879 1.093 1.372 1.812 2.228 2.764 3.169 4.587

11 0.697 0.876 1.088 1.363 1.796 2.201 2.718 3.106 4.437

t 12 0.695 0.873 1.083 1.356 1.782 2.179 2.681 3.055 4.318

One-tailed test 13 0.694 0.870 1.079 1.350 1.771 2.160 2.650 3.012 4.221

14 0.692 0.868 1.076 1.345 1.761 2.145 2.624 2.977 4.140

15 0.691 0.866 1.074 1.341 1.753 2.131 2.602 2.947 4.073

16 0.690 0.865 1.071 1.337 1.746 2.120 2.583 2.921 4.015

17 0.689 0.863 1.069 1.333 1.740 2.110 2.567 2.898 3.965

18 0.688 0.862 1.067 1.330 1.734 2.101 2.552 2.878 3.922

19 0.688 0.861 1.066 1.328 1.729 2.093 2.539 2.861 3.883

20 0.687 0.860 1.064 1.325 1.725 2.086 2.528 2.845 3.850

21 0.686 0.859 1.063 1.323 1.721 2.080 2.518 2.831 3.819

α/2 α/2

22 0.686 0.858 1.061 1.321 1.717 2.074 2.508 2.819 3.792

23 0.685 0.858 1.060 1.319 1.714 2.069 2.500 2.807 3.768

24 0.685 0.857 1.059 1.318 1.711 2.064 2.492 2.797 3.745

25 0.684 0.856 1.058 1.316 1.708 2.060 2.485 2.787 3.725

-t t 26 0.684 0.856 1.058 1.315 1.706 2.056 2.479 2.779 3.707

Two-tailed test 27 0.684 0.855 1.057 1.314 1.703 2.052 2.473 2.771 3.690

28 0.683 0.855 1.056 1.313 1.701 2.048 2.467 2.763 3.674

29 0.683 0.854 1.055 1.311 1.699 2.045 2.462 2.756 3.659

30 0.683 0.854 1.055 1.310 1.697 2.042 2.457 2.750 3.646

40 0.681 0.851 1.050 1.303 1.684 2.021 2.423 2.704 3.551

01:830:200:01-04 Spring 2014 50 0.679 0.849 1.047 1.299 1.676 2.009 2.403 2.678 3.496

100 0.677 0.845 1.042 1.290 1.660 1.984 2.364 2.626 3.390

t-Tests for One Sample & Two Related Samples

• Research Hypothesis H1: µDr.M ≠ µAVG

70.0

• Null Hypothesis H0: µDr.M = µAVG ?

administer the test and find that their average score is 75, with

a sample standard deviation of 7.0. Do we accept or reject

the null hypothesis?

– Assume a two-tailed test, with α = 0.05

t-Tests for One Sample & Two Related Samples

1. Use t distribution table to find critical t-value(s) representing

rejection region (denoted by tcrit or tα)

2. Compute t-statistic

– For data in which I give you raw scores, you will have to compute the

sample mean and sample standard deviation

3. Make a decision: does the t-statistic for your sample fall into

the rejection region?

t-Tests for One Sample & Two Related Samples

Level of significance for one-tailed test

0.25 0.2 0.15 0.1 0.05 0.025 0.01 0.005 0.0005

t-Distribution Table Level of significance for two-tailed test

df 0.5 0.4 0.3 0.2 0.1 0.05 0.02 0.01 0.001

1 1.000 1.376 1.963 3.078 6.314 12.706 31.821 63.657 636.619

2 0.816 1.061 1.386 1.886 2.920 4.303 6.965 9.925 31.599

3 0.765 0.978 1.250 1.638 2.353 3.182 4.541 5.841 12.924

4 0.741 0.941 1.190 1.533 2.132 2.776 3.747 4.604 8.610

5 0.727 0.920 1.156 1.476 2.015 2.571 3.365 4.032 6.869

6 0.718 0.906 1.134 1.440 1.943 2.447 3.143 3.707 5.959

α 7 0.711 0.896 1.119 1.415 1.895 2.365 2.998 3.499 5.408

8 0.706 0.889 1.108 1.397 1.860 2.306 2.896 3.355 5.041

9 0.703 0.883 1.100 1.383 1.833 2.262 2.821 3.250 4.781

10 0.700 0.879 1.093 1.372 1.812 2.228 2.764 3.169 4.587

11 0.697 0.876 1.088 1.363 1.796 2.201 2.718 3.106 4.437

t 12 0.695 0.873 1.083 1.356 1.782 2.179 2.681 3.055 4.318

One-tailed test 13 0.694 0.870 1.079 1.350 1.771 2.160 2.650 3.012 4.221

14 0.692 0.868 1.076 1.345 1.761 2.145 2.624 2.977 4.140

15 0.691 0.866 1.074 1.341 1.753 2.131 2.602 2.947 4.073

16 0.690 0.865 1.071 1.337 1.746 2.120 2.583 2.921 4.015

17 0.689 0.863 1.069 1.333 1.740 2.110 2.567 2.898 3.965

18 0.688 0.862 1.067 1.330 1.734 2.101 2.552 2.878 3.922

19 0.688 0.861 1.066 1.328 1.729 2.093 2.539 2.861 3.883

20 0.687 0.860 1.064 1.325 1.725 2.086 2.528 2.845 3.850

21 0.686 0.859 1.063 1.323 1.721 2.080 2.518 2.831 3.819

α/2 α/2

22 0.686 0.858 1.061 1.321 1.717 2.074 2.508 2.819 3.792

23 0.685 0.858 1.060 1.319 1.714 2.069 2.500 2.807 3.768

24 0.685 0.857 1.059 1.318 1.711 2.064 2.492 2.797 3.745

25 0.684 0.856 1.058 1.316 1.708 2.060 2.485 2.787 3.725

-t t 26 0.684 0.856 1.058 1.315 1.706 2.056 2.479 2.779 3.707

Two-tailed test 27 0.684 0.855 1.057 1.314 1.703 2.052 2.473 2.771 3.690

28 0.683 0.855 1.056 1.313 1.701 2.048 2.467 2.763 3.674

29 0.683 0.854 1.055 1.311 1.699 2.045 2.462 2.756 3.659

30 0.683 0.854 1.055 1.310 1.697 2.042 2.457 2.750 3.646

40 0.681 0.851 1.050 1.303 1.684 2.021 2.423 2.704 3.551

01:830:200:01-04 Spring 2014 50 0.679 0.849 1.047 1.299 1.676 2.009 2.403 2.678 3.496

100 0.677 0.845 1.042 1.290 1.660 1.984 2.364 2.626 3.390

t-Tests for One Sample & Two Related Samples

Compute t-Statistic

70.0 M

t df

s 7.0 s

n5 n

M 75.0 75 70

t n 1

7

t.05 2.776

5

5

t 4 1.60

3.13

t-Tests for One Sample & Two Related Samples

critical region

t(4), α= 0.05, 2-tailed test

(extreme 5%) middle 95%

reject H0 retain H0

µ from H0

t -2.78 0 2.78

t = 1.60 retain H0:

no difference

01:830:200:01-04 Spring 2014

t-Tests for One Sample & Two Related Samples

Moon illusion example: how large must moon be at zenith to appear

equivalent in size to moon at horizon?

• x = sizezenith /sizehorizon

– Assume a two-tailed test, with α = 0.05

t-Tests for One Sample & Two Related Samples

Level of significance for one-tailed test

0.25 0.2 0.15 0.1 0.05 0.025 0.01 0.005 0.0005

t-Distribution Table Level of significance for two-tailed test

df 0.5 0.4 0.3 0.2 0.1 0.05 0.02 0.01 0.001

1 1.000 1.376 1.963 3.078 6.314 12.706 31.821 63.657 636.619

2 0.816 1.061 1.386 1.886 2.920 4.303 6.965 9.925 31.599

3 0.765 0.978 1.250 1.638 2.353 3.182 4.541 5.841 12.924

4 0.741 0.941 1.190 1.533 2.132 2.776 3.747 4.604 8.610

5 0.727 0.920 1.156 1.476 2.015 2.571 3.365 4.032 6.869

6 0.718 0.906 1.134 1.440 1.943 2.447 3.143 3.707 5.959

α 7 0.711 0.896 1.119 1.415 1.895 2.365 2.998 3.499 5.408

8 0.706 0.889 1.108 1.397 1.860 2.306 2.896 3.355 5.041

9 0.703 0.883 1.100 1.383 1.833 2.262 2.821 3.250 4.781

10 0.700 0.879 1.093 1.372 1.812 2.228 2.764 3.169 4.587

11 0.697 0.876 1.088 1.363 1.796 2.201 2.718 3.106 4.437

t 12 0.695 0.873 1.083 1.356 1.782 2.179 2.681 3.055 4.318

One-tailed test 13 0.694 0.870 1.079 1.350 1.771 2.160 2.650 3.012 4.221

14 0.692 0.868 1.076 1.345 1.761 2.145 2.624 2.977 4.140

15 0.691 0.866 1.074 1.341 1.753 2.131 2.602 2.947 4.073

16 0.690 0.865 1.071 1.337 1.746 2.120 2.583 2.921 4.015

17 0.689 0.863 1.069 1.333 1.740 2.110 2.567 2.898 3.965

18 0.688 0.862 1.067 1.330 1.734 2.101 2.552 2.878 3.922

19 0.688 0.861 1.066 1.328 1.729 2.093 2.539 2.861 3.883

20 0.687 0.860 1.064 1.325 1.725 2.086 2.528 2.845 3.850

21 0.686 0.859 1.063 1.323 1.721 2.080 2.518 2.831 3.819

α/2 α/2

22 0.686 0.858 1.061 1.321 1.717 2.074 2.508 2.819 3.792

23 0.685 0.858 1.060 1.319 1.714 2.069 2.500 2.807 3.768

24 0.685 0.857 1.059 1.318 1.711 2.064 2.492 2.797 3.745

25 0.684 0.856 1.058 1.316 1.708 2.060 2.485 2.787 3.725

-t t 26 0.684 0.856 1.058 1.315 1.706 2.056 2.479 2.779 3.707

Two-tailed test 27 0.684 0.855 1.057 1.314 1.703 2.052 2.473 2.771 3.690

28 0.683 0.855 1.056 1.313 1.701 2.048 2.467 2.763 3.674

29 0.683 0.854 1.055 1.311 1.699 2.045 2.462 2.756 3.659

30 0.683 0.854 1.055 1.310 1.697 2.042 2.457 2.750 3.646

40 0.681 0.851 1.050 1.303 1.684 2.021 2.423 2.704 3.551

01:830:200:01-04 Spring 2014 50 0.679 0.849 1.047 1.299 1.676 2.009 2.403 2.678 3.496

100 0.677 0.845 1.042 1.290 1.660 1.984 2.364 2.626 3.390

t-Tests for One Sample & Two Related Samples

M

t df

X X2

1.73

1.06

2.99

1.12

s

2.03 4.12 n

1.40 1.96

0.95 0.90

1.13 1.28

1.41 1.99

1.73 2.99

1.63 2.66

1.56 2.43

sum 14.63 22.45

x

M i

n

x

2

SS x 2

n

SS

s

n 1

t-Tests for One Sample & Two Related Samples

(Remember, µ=1 under H0)

X X2

1.73 2.99

M

1.06 1.12

2.03 4.12

t df

1.40 1.96 s

0.95 0.90

1.13 1.28 n

1.41 1.99

1.463 1

1.73 2.99

t n 1

1.63

1.56

2.66

2.43

0.341

sum 14.63 22.45 10

0.463

x 14.63

t 9 4.29

M i

1.463 0.108

n 10

x

2

14.632

SS x 2 22.45 1.046

n 10

t0.05 2.262

SS 1.046

s 0.116 0.341

n 1 9 4.29 2.262; reject H 0

t-Tests for One Sample & Two Related Samples

• Both the sample size and the sample variance influence the

outcome of a hypothesis test.

• The sample size is inversely related to the estimated standard

error. Therefore, a large sample size increases the likelihood

of a significant test (for an existing effect).

• The sample variance, on the other hand, is directly related to

the estimated standard error. Therefore, a large variance

decreases the likelihood of a significant test (for an existing

effect).

t-Tests for One Sample & Two Related Samples

Measures

• The related-samples t-test allows researchers to evaluate the

mean difference between two treatment conditions using the

data from a single sample.

– This test can also be called the repeated-measures t-test, the matched-

samples t-test, or the paired-samples t-test

is obtained and each individual is measured in both of the

treatment conditions being compared.

t-Tests for One Sample & Two Related Samples

design, called a matched-subjects design, in which each

individual in one treatment is matched one-to-one with a

corresponding individual in the second treatment.

so that the two subjects in each pair have identical (or nearly

identical) scores on the variable that is being used for

matching.

t-Tests for One Sample & Two Related Samples

• The repeated-measures t statistic allows researchers to test a

hypothesis about the population mean difference between two

treatment conditions using sample data from a repeated-

measures research study.

each individual:

difference score = D = x2 – x1

score in the second treatment.

t-Tests for One Sample & Two Related Samples

Family therapy for anorexic girls

x2: weight after treatment

X1 X2 D = X2 –X1

83.80 95.20 11.40

83.30 94.30 11.00

86.00 91.50 5.50

82.50 91.90 9.40

86.70 100.30 13.60

79.60 76.70 -2.90

76.90 76.80 -0.10

94.20 101.60 7.40

73.40 94.90 21.50

80.50 75.20 -5.30

t-Tests for One Sample & Two Related Samples

The sample of difference scores is used to test hypotheses

about the population of difference scores.

• The null hypothesis states that the population of difference scores has a

mean of zero:

H 0 : D 2 1 0

• The alternative hypothesis states that there is a systematic difference

between treatments that causes the difference scores to be consistently

positive (or negative) and produces a non-zero mean difference between

the treatments:

H1 : D 0

t-Tests for One Sample & Two Related Samples

• This should seem very familiar: the repeated-measures t statistic forms

a ratio with exactly the same structure as the one-sample t statistic.

M D D MD

t df nD 1

sM D sD

nD

• The numerator of the t statistic measures the difference between the

sample mean and the hypothesized population mean.

– the sample mean and standard deviation are computed for the difference scores D

– The population mean under H0 is always 0

– The number of degrees of freedom (df) is computed based on the difference scores

t-Tests for One Sample & Two Related Samples

Does family therapy affect the weight gained by anorexic girls?

• x2 : weight after treatment

• D = x 2 – x1

– Assume a two-tailed test, with α = 0.05

t-Tests for One Sample & Two Related Samples

Level of significance for one-tailed test

0.25 0.2 0.15 0.1 0.05 0.025 0.01 0.005 0.0005

t-Distribution Table Level of significance for two-tailed test

df 0.5 0.4 0.3 0.2 0.1 0.05 0.02 0.01 0.001

1 1.000 1.376 1.963 3.078 6.314 12.706 31.821 63.657 636.619

2 0.816 1.061 1.386 1.886 2.920 4.303 6.965 9.925 31.599

3 0.765 0.978 1.250 1.638 2.353 3.182 4.541 5.841 12.924

4 0.741 0.941 1.190 1.533 2.132 2.776 3.747 4.604 8.610

5 0.727 0.920 1.156 1.476 2.015 2.571 3.365 4.032 6.869

6 0.718 0.906 1.134 1.440 1.943 2.447 3.143 3.707 5.959

α 7 0.711 0.896 1.119 1.415 1.895 2.365 2.998 3.499 5.408

8 0.706 0.889 1.108 1.397 1.860 2.306 2.896 3.355 5.041

9 0.703 0.883 1.100 1.383 1.833 2.262 2.821 3.250 4.781

10 0.700 0.879 1.093 1.372 1.812 2.228 2.764 3.169 4.587

11 0.697 0.876 1.088 1.363 1.796 2.201 2.718 3.106 4.437

t 12 0.695 0.873 1.083 1.356 1.782 2.179 2.681 3.055 4.318

One-tailed test 13 0.694 0.870 1.079 1.350 1.771 2.160 2.650 3.012 4.221

14 0.692 0.868 1.076 1.345 1.761 2.145 2.624 2.977 4.140

15 0.691 0.866 1.074 1.341 1.753 2.131 2.602 2.947 4.073

16 0.690 0.865 1.071 1.337 1.746 2.120 2.583 2.921 4.015

17 0.689 0.863 1.069 1.333 1.740 2.110 2.567 2.898 3.965

18 0.688 0.862 1.067 1.330 1.734 2.101 2.552 2.878 3.922

19 0.688 0.861 1.066 1.328 1.729 2.093 2.539 2.861 3.883

20 0.687 0.860 1.064 1.325 1.725 2.086 2.528 2.845 3.850

21 0.686 0.859 1.063 1.323 1.721 2.080 2.518 2.831 3.819

α/2 α/2

22 0.686 0.858 1.061 1.321 1.717 2.074 2.508 2.819 3.792

23 0.685 0.858 1.060 1.319 1.714 2.069 2.500 2.807 3.768

24 0.685 0.857 1.059 1.318 1.711 2.064 2.492 2.797 3.745

25 0.684 0.856 1.058 1.316 1.708 2.060 2.485 2.787 3.725

-t t 26 0.684 0.856 1.058 1.315 1.706 2.056 2.479 2.779 3.707

Two-tailed test 27 0.684 0.855 1.057 1.314 1.703 2.052 2.473 2.771 3.690

28 0.683 0.855 1.056 1.313 1.701 2.048 2.467 2.763 3.674

29 0.683 0.854 1.055 1.311 1.699 2.045 2.462 2.756 3.659

30 0.683 0.854 1.055 1.310 1.697 2.042 2.457 2.750 3.646

40 0.681 0.851 1.050 1.303 1.684 2.021 2.423 2.704 3.551

01:830:200:01-04 Spring 2014 50 0.679 0.849 1.047 1.299 1.676 2.009 2.403 2.678 3.496

100 0.677 0.845 1.042 1.290 1.660 1.984 2.364 2.626 3.390

t-Tests for One Sample & Two Related Samples

X1 X2 D = X2 –X1 D2

(Remember, µD=0 under H0)

83.80 95.20 11.40 129.96

83.30 94.30 11.00 121.00

MD

86.00 91.50 5.50 30.25 t df

82.50 91.90 9.40 88.36 sD

86.70 100.30 13.60 184.96

79.60 76.70 -2.90 8.41 nD

76.90 76.80 -0.10 0.01

7.15 0

94.20 101.60 7.40 54.76

t n 1

73.40 94.90 21.50 462.25 8.14

80.50 75.20 -5.30 28.09

Sum 71.50 1108.05 10

7.15

D

t 9 2.78

MD i

71.50

7.15

2.57

n 10

D

2

71.502

SS D 2 1108.05 569.82

n 10

t0.05 2.262

SS 569.82

s 66.31 8.14

n 1 9 2.78 2.262; reject H 0

t-Tests for One Sample & Two Related Samples

• Because the significance of a treatment effect is determined

partially by the size of the effect and partially by the size of the

sample, you cannot assume that a significant effect is also a

large effect.

• Therefore, a measure of effect size is usually computed along

with the hypothesis test.

1 0

Cohen’s d: d

of the standard deviation.

01:830:200:01-04 Spring 2014

t-Tests for One Sample & Two Related Samples

• Of course we usually do not have all of the population

parameters. Therefore, we usually compute an estimate of the

effect size.

M 0

• For z-tests: dˆ

M 0

• For one-sample t-tests: d̂

s

ˆ M D D0

• For related-samples t-tests: d

sD

01:830:200:01-04 Spring 2014

t-Tests for One Sample & Two Related Samples

For the moon illusion example:

1.0

s 0.341

n 10

M 1.463

ˆ M 1.463 1

Cohen’s d: d 1.36

s 0.341

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