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  • Two Sample Problems

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    This document discusses resampling methods for two sample problems. It introduces permutation tests and bootstrap testing which can be used to test the hypothesis that two populations have equal means without assuming the populations are normally distributed. Permutation tests generate a distribution of the test statistic under the null hypothesis by resampling the data. Bootstrap tests similarly generate a distribution of the test statistic but resamples the data with replacement. The actual test statistic is then compared to this distribution to obtain a p-value.

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    Bootstrap two sample problem

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    This document discusses resampling methods for two sample problems. It introduces permutation tests and bootstrap testing which can be used to test the hypothesis that two populations have equal means without assuming the populations are normally distributed. Permutation tests generate a distribution of the test statistic under the null hypothesis by resampling the data. Bootstrap tests similarly generate a distribution of the test statistic but resamples the data with replacement. The actual test statistic is then compared to this distribution to obtain a p-value.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    15 views13 pages

    Two Sample Problems

    Uploaded by

    ANI
    This document discusses resampling methods for two sample problems. It introduces permutation tests and bootstrap testing which can be used to test the hypothesis that two populations have equal means without assuming the populations are normally distributed. Permutation tests generate a distribution of the test statistic under the null hypothesis by resampling the data. Bootstrap tests similarly generate a distribution of the test statistic but resamples the data with replacement. The actual test statistic is then compared to this distribution to obtain a p-value.

    Copyright:

    © All Rights Reserved
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    of 13

    Resampling

    Method

    Two Sample Problems


    The Two Sample Problem

    •
    𝑥ҧ1 − 𝑥ҧ2
    𝜇1 − 𝜇2
    𝜇1 𝜇2
    𝑥ҧ1 𝑥ҧ2
    𝑥ҧ1 − 𝑥ҧ2
    𝑥ҧ1 − 𝑥ҧ2

    𝜎1 𝜎2
    𝑥1ҧ − 𝑥ҧ2
    Permutation Tests
    Bootstrap with Testing
    𝑡𝒙

    𝐴𝑆𝐿 = 𝑃𝑟𝑜𝑏𝐻0 𝑡 𝒙∗ ≥ 𝑡 𝑥

    𝒙∗
    𝐹 → 𝑧 = 𝑧1 , 𝑧2 , … , 𝑧𝑛
    𝐺 → 𝑦 = 𝑦1 , 𝑦2 , … , 𝑦𝑚

    𝐻0 ∶ 𝐹 = 𝐺
    𝑭 = 𝑮
    • 𝐹෠0
    • 𝐻0 , 𝐹෠0
    𝒛 𝒚
    Thank You!

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