Testing means, part II

The paired t-test

 Outline of lecture
• Options in statistics
– sometimes there is more than one option
• One-sample t-test: review
– testing the sample mean
• The paired t-test
– testing the mean difference
 A digression:
Options in statistics
 Example
• A student wants to check the fairness of the
loonie
• She flips the coin 1,000,000 times, and gets
heads 501,823 times.
• Is this a fair coin?
 Ho: The coin is fair (pheads = 0.5).

Ha: The coin is not fair (pheads ≠ 0.5).

n = 1,000,000 trials
x = 501,823 successes

Under the null hypothesis, the number of successes

should follow a binomial distribution with n=1,000,000
and p=0.5
 P ro b a b ility

0 e+00 2 e -0 4 4 e -0 4 6 e -0 4 8 e -0 4

498000
499000

x
500000
501000

Test statistic
502000
 Binomial test
• P = 2*Pr[X≥501,823]
P = 2*(Pr[X = 501,823] + Pr[X = 501,824] +
Pr[X = 501,825] + Pr[X = 501,826] +
...
+ Pr[X = 999,999] + Pr[X = 1,000,000]
 Central limit theorem

The sum or mean of a large number of measurements

randomly sampled from any population is
approximately normally distributed
Binomial Distribution
 Normal approximation to the
binomial distribution

The binom ial distribution, whe n num be r of trials n is large

and probability of succe ss p is not close to 0 or 1, is
approxim ate d by a norm al distribution having m e an np and
standard de viation np(1- p) .
 Example
• A student wants to check the fairness of the
loonie
• She flips the coin 1,000,000 times, and gets
heads 501,823 times.
• Is this a fair coin?
 Normal approximation
• Under the null hypothesis, data are
approximately normally distributed
• Mean: np = 1,000,000 * 0.5 = 500,000
• Standard deviation:
s= n p1− p= 1,000,000∗0.5∗1−0.5
• s = 500
 Normal distributions

• Any normal distribution can be converted to

a standard normal distribution, by

Y −m
Z=
s

Z-score
 Y −m
Z=
s

501,823−500,000
Z= =3.646
500

From standard normal table:

P = 0.0001
 Conclusion
• P = 0.0001, so we reject the null hypothesis
• This is much easier than the binomial test
• Can use as long as p is not close to 0 or 1
and n is large
 Example
• A student wants to check the fairness of the
loonie
• She flips the coin 1,000,000 times, and gets
heads 500,823 times.
• Is this a fair coin?
 A Third Option!
• Chi-squared goodness of fit test
• Null expectation: equal number of successes
and failures
• Compare to chi-squared distribution with 1
d.f.
Result Observed Expected
Heads 501823 500000
Tails 498167 500000

Test statistic: 13.3

Critical value: 3.84
 Coin toss example

Normal Chi-squared
Binomial test goodness of fit
approximation
test

Most accurate Approximate Approximate

Hard to calculate Easier to calculate Easier to calculate
Assumes: Assumes: Assumes:
Random sample Random sample Random sample
Large n No expected <1
p far from 0, 1 Not more than 20%
less than 5
 Coin toss example

Normal Chi-squared
Binomial test goodness of fit
approximation
test

in this case, n very large (1,000,000)

all P < 0.05, reject null hypothesis
 Normal distributions

• Any normal distribution can be converted to

a standard normal distribution, by

Y −m
Z=
s

Z-score
 t distribution

• We carry out a similar transformation on

the sample mean

mean under Ho

Y −m
t=
s/  n
estimated
standard error
 How do we use this?
• t has a Student's t distribution
• Find confidence limits for the mean
• Carry out one-sample t-test
t has a Student’s t distribution*
t has a Student’s t distribution*

Uncertainty
makes the null
distribution
FATTER

* Under the null hypothesis

Confidence interval for a mean

Y ± SE Y t   2 , df

(2) = 2-tailed significance level

df = degrees of freedom, n-1
SEY = standard error of the mean
Confidence interval for a mean

Y ±SE Y t 2 ,df

95 % Confidence interval:
Use α(2) = 0.05
Confidence interval for a mean

Y ±SE Y t 2 ,df

c % Confidence interval:
Use α(2) = 1-c/100
 One-sample t-test
Null hypothesis
Sample
The population mean
is equal to o

Test statistic Null distribution

Y − o compare t with n-1 df
t=
s / n

How unusual is this test statistic?

P < 0.05 P > 0.05

Reject Ho Fail to reject Ho

 The following are equivalent:
• Test statistic > critical value
• P < alpha
• Reject the null hypothesis
• Statistically significant
 Quick reference summary:
One-sample t-test
• What is it for? Compares the mean of a numerical variable
to a hypothesized value, μo
• What does it assume? Individuals are randomly sampled
from a population that is normally distributed
• Test statistic: t
• Distribution under Ho: t-distribution with n-1 degrees of
freedom
• Formulae:Y = sample mean, s = sample standard deviation

Y − o
t=
s / n
 Comparing means
• Goal: to compare the mean of a numerical
variable for different groups.
• Tests one categorical vs. one numerical
variable

Example:
gender (M, F) vs. height

32
Paired vs. 2 sample comparisons

33
 Paired designs
• Data from the two groups are paired
• There is a one-to-one correspondence
between the individuals in the two groups

34
 More on pairs
• Each member of the pair shares much in
common with the other, except for the
tested categorical variable
• Example: identical twins raised in different
environments
• Can use the same individual at different
points in time
• Example: before, after medical treatment
35
 Paired design: Examples
• Same river, upstream and downstream of a
power plant
• Tattoos on both arms: how to get them off?
Compare lasers to dermabrasion

36
 Paired comparisons - setup
• We have many pairs

• In each pair, there is one member that has

one treatment and another who has another
treatment

• “Treatment” can mean “group”

37
 Paired comparisons
• To compare two groups, we use the mean of
the difference between the two members of
each pair

38
 Example: National No Smoking
Day
• Data compares injuries at work on National
No Smoking Day (in Britain) to the same
day the week before

• Each data point is a year

39
 data
Year Injur ies before No Injur ies on No
Smoking Day Smoking Day
1987 516 540
1988 610 620
1989 581 599
1990 586 639
1991 554 607
1992 632 603
1993 479 519
1994 583 560
1995 445 515
1996 522 556

40
 Calculate differences
Injur ies before No Injur ies on No Differ ence
Smoking Day Smoking Day (d)
516 540 24
610 620 10
581 599 18
586 639 53
554 607 53
632 603 -29
479 519 40
583 560 -23
445 515 70
522 556 34 41
 Paired t test
• Compares the mean of the differences to a
value given in the null hypothesis

• For each pair, calculate the difference.

• The paired t-test is a one-sample t-test on

the differences.

42
 Hypotheses

Ho: Work related injuries do not change during

No Smoking Days (μ=0)

Ha: Work related injuries change during

No Smoking Days (μ≠0)

43
 Calculate differences
Injur ies before No Injur ies on No Differ ence
Smoking Day Smoking Day (d)
516 540 24
610 620 10
581 599 18
586 639 53
554 607 53
632 603 -29
479 519 40
583 560 -23
445 515 70
522 556 34 44
Calculate t using d’s
d = 25
2
s = 1043 .78
d

n =10

25 - 0
t= = 2.45
1043 .78 /10
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 Caution!
• The number of data points in a paired t test
is the number of pairs. -- Not the number
of individuals

• Degrees of freedom = Number of pairs - 1

Here, df = 10-1 = 9

46
 Critical value of t

t 0.05 2  , 9= 2.26

Test statistic: t = 2.45

So we can reject the null hypothesis: Stopping smoking

increases job-related accidents in the short term.
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 Assumptions of paired t test
• Pairs are chosen at random

• The differences have a normal distribution

It does not assume that the individual values

are normally distributed, only the
differences.

48
 Quick reference summary:
Paired t-test
• What is it for? To test whether the mean difference in a
population equals a null hypothesized value, μdo
• What does it assume? Pairs are randomly sampled from a
population. The differences are normally distributed
• Test statistic: t
• Distribution under Ho: t-distribution with n-1 degrees of
freedom, where n is the number of pairs
• Formula:

d − do
t=
SE d