Test for Equality of Two Proportions

Left-Tail Test Two-Tail Test Right-Tail Test

H0: 1  2 H0: 1 = 2 H0: 1  2
H1: 1 < 2 H1: 1  2 H1: 1 > 2
p1  p2 x1  x2 combined number of successes
Test statistic: z  where pc  
1 1  n 1  n2 combined sample size
pc (1  pc )   
 n1 n2 
Normality may be assumed if each sample has at least 10 “successes” and 10 “failures,” i.e., if
n1p1  10, n1(1p1)  10, n2p2  10, n2(1p2)  10 (some textbooks say 5 instead of 10).

Test for Equality of Two Means (Independent Samples)

Left-Tail Test Two-Tail Test Right-Tail Test
H0: 1  2 H0: 1 = 2 H0: 1  2
H1: 1 < 2 H1: 1  2 H1: 1 > 2
Case 1: Known Variances or Very Large Samples (z-test)
x1  x2 x1  x2
zcalc  or zcalc  Use z-table for critical values.
1  2
2 2 2
s1 s2 2
 
n1 n2 n1 n2

Case 2: Unknown Variances Assumed Equal (pooled samples t-test)

x1  x2 (n  1) s12  (n2  1) s2 2
tcalc  with pooled variance s p 2  1
1 1  n1  n2  2
s p2   
 n1 n2 
Use d.f. = (n11)+(n21). If both samples are large (n1  30 and n2  30) see Situation 1.
Case 3: Unknown Variances Assumed Unequal (Welch’s t-test)
2
x1  x2  s12 n1  s2 2 n2 
tcalc  Use d.f.   
s   s 
2 2
s12s 2 2
n1 2
n2
 2 1 2
n1 n2 n1  1 n2  1
Welch’s d.f. formula is too hard for hand calculations, but MINITAB and Excel use it. The test
statistics in Case 2 and Case 3 will be the same if n1 = n2. (but decisions may differ due to d.f.).

Test for Equality of Two Variances

Left-Tail Test Two-Tail Test Right-Tail Test
H0: 1  2
2 2
H0: 12 = 22 H0: 12  22
H1: 12 < 22 H1: 12  22 H1: 12 > 22
or, equivalently,
H0: 12/22  1 H0: 12/22 = 1 H0: 12/22  1
H1: 1 /2 < 1
2 2
H1: 12/22   H1: 12/22 > 1
Test statistic is Fcalc  s12 s22 with df1 = n11 (numerator) and df2 = n21 (denominator). The F
test is sensitive to population skewness. If you put the larger variance in the numerator (to force a
right-tail test) then use  when you look up the critical value in the F table.

Revised 11/15/11