Module 17: Two-Sample t-tests, with equal variances for the two populations This module describes one of the most utilized statistical tests, the two-sample t-test conducted under the assumption that the two populations from which the two samples were selected have the same variance. Reviewed 11 May 05 /MODULE 17 17 - 1 The General Situation Up to this point, the focus has been on a single population, for which the observations had a normal distribution with a population mean and standard deviation . From this population, a random sample of size n provided the sample statistics x and s as estimates of and , respectively. We created confidence intervals and tested hypotheses concerning the population mean , using the normal distribution when we had available the value of and using the t distribution when we did not and thus used the estimate s from the sample. This circumstance is often described as the one sample situation. 17 - 2 Clearly, we are often faced with making judgments for circumstances that involve more than one population and sample. For the moment, we will focus on the so-called two sample situation. That is, we consider two populations. City A City B Mean µA µB SD A B Question: Do you believe the two populations have the same mean? 17 - 3 Two Sample Hypotheses H0: A = B versus H1: A B or equivalently H0: Δ = A - B = 0 versus H1: Δ = A - B 0. 17 - Parameters vs. Estimates Population 1 Parameter Estimate Population 2 Parameter Estimate 2 x2 σ22 σ2 s2 2 s2 Populations of individual values 1 σ1 2 σ1 x1 s1 2 s1 Populations of means, samples of size n1 and n2 1 σ12/n1 σ1/√n1 x1 s12/n1 s1/√n1 2 σ22/n2 σ2/√n2 x2 s22/n2 s2/√n2 17 - 4 We are interested in d x1 x2 Δ = µ1 - µ2 If the samples are independent, then Var ( x1 x2 ) Var ( x1 ) Var ( x2 ) Var ( x1 x2 ) 12 n1 22 n2 When 12 22 , 2 1 1 Var ( x1 x2 ) n1 n2 17 - 5 Estimating σ2 When 12 22 2 , we have two estimates of σ2 , one from sample 1, namely s12 and one from sample 2, namely s22. How can we best use these two estimates of the same thing. One obvious answer is to use the average of the two; however, it may be desirable to somehow take into account that the two samples may not the same size. If they are not the same size, then we may want the larger one to count more. 17 - 6 Pooled Average Hence, we use the weighted average of the two sample variances, with the weighting done according to sample size. This weighted average is called the pooled estimate: s 2 p n1 1s n2 1s n1 1 n2 1 2 1 2 2 17 - 7 Estimate of Var( x1 x2) To estimate Var( x1 x2), we can use 1 1 2 s p n1 n2 17 - 8 Example 1: Blood Pressures of Children To investigate the question of whether the children of city A and city B have the same systolic blood pressure, a random sample of n = 10 children was selected from each city and their blood pressures measured. These samples provided the following data: Statistic N x (mmHg) s2(mmHg)2 s (mmHg) City A 10 105.8 78.62 8.87 City B 10 97.2 22.40 4.73 17 - 9 We are interested in the difference: Δ = A - B and we have x A as an estimate of A and x B as an estimate of B; hence it is reasonable to use: d= x A - xB = 105.8 - 97.2 = 8.6 (mm Hg) as an estimate of Δ = A - B. 17 - 10 We then can ask whether this observed difference of 8.6 mm Hg is sufficiently large for us to question whether the two population means could be the same, that is, A = B. Clearly, if the two population means are truly equal, that is, if A = B is true, then we would expect the two sample means also to be equal, that is x A = x B , except for the random error that occurs as a consequence of using random samples to represent the entire populations. The question before us is whether this observed difference of 8.6 mm Hg is larger than could be reasonably attributed to this random error and thus reflects true differences between the population means. 17 - 11 Confidence Interval for A- B, using sp 1 1 1 1 C (x A xB ) t0.975 s p A B (x A xB ) t0.975 s p 0.95 nA nB nA nB df (nA 1) (nB 1) x A xB 8.6 s 2p t0.975 = 2.1009 df 18 (nA 1) s A2 (nB 1) sB2 9(78.62) 9(22.4) 50.51 (nA 1) (nB 1) 18 17 - 12 S p 50.51 7.11 1 1 1 1 C 8.6 2.1009(7.11) A B 8.6 2.1009(7.11) 0.95 10 10 10 10 C 1.92 A B 15.27 0.95 17 - 13 Example 2: AJPH, April 1994; 84:p644 n 31 n 223 17 - 14 Example 2 (contd.) 1 OCCP Prog 31 2 Non OCCP Prog 223 mean 4.1 3.4 SD 1.2 1.5 S2 1.44 2.25 n 17 - 15 Example 2 (contd.) 1. The hypothesis: H0 : 1 2 vs. H1: 1 2 2. The assumptions: Independent random samples from 2 2 2 normal distributions, 1 2 3. The level: = 0.05 x1 x2 4. The test statistic: t sp 1 1 n1 n2 5. The critical region: Reject H0 if t is not between t0.975 (252) 1.97 17 - 16 6. Test result: 2 2 ( n 1) s ( n 1) s 1 2 2 s 2p 1 (n1 1) (n2 1) s 2p 542.7 2.154 252 1 1 n1 n2 s 2p 30(1.44) 222(2.25) 30 222 s p 2.154 1.47 1 1 0.19 31 223 4.1 3.4 t 2.5 1.47 0.19 7. The Conclusion: Reject H0 since t = 2.5 is not between ± 1.97; 0.01 < p < 0.02 17 - 17 Example 3: AJPH July 1994; 89:1068 17 - 18 Example 3 (contd.) Mainland Puerto Ricans 1,383 Cuban Americans 357 mean 3.3 2.4 SE 0.2 0.7 n s SE n s2 (0.2) 1383 7.44 55.35 (0.7) 357 13.23 175.03 Source: AJPH, July 1994; 89:1068 17 - 19 1. The hypothesis: H0 : µ1 = µ2 vs. H1: µ1 ≠ µ2 2. The assumptions: Independent random samples from normal distributions 2 2 2 1 2 3. The level: 4. The test statistic: = 0.05 x1 x2 t sp 1 1 n1 n2 17 - 20 5. The critical region: Reject if t is not between t0.975(1738) =1.96 6. The Result: 1382(55.35) 356(175.03) s 1382 356 2 p s p 79.86 8.94 1 1 0.059 1383 357 3.3 2.4 0.90 t 1.71 8.94(0.059) (0.527) 7. Conclusion: Accept H0: 1 = 2, since p > 0.05 ; 0.05 < p < 0.10 17 - 21 Example 4: AJPH July 1994; 89:1068 17 - 22 1. The hypothesis: H0: SSS = NHS vs. H1: SSS ≠ NHS 2. The level: = 0.05 3. The assumptions: Independent Samples, Normal 2 2 NHS Distribution, SSS 4. The test statistic: t X SSS X NHS Sp 1 nSSS 1 nNHS 5. The critical region: Reject if t is not between ± 2.1315 17 - 23 6. The result : 2 2 ( n 1) s ( n 1) s SSS NHS NHS s 2 SSS p (nSSS 1) (nNHS 1) 6(142.5)2 9(334.1)2 75, 096 69 s p 274.0 t 1427.6 1057.5 1 1 274.0 7 10 370.1 2.75 274.0(0.49) 7. The conclusion: Reject H0: SSS = NHS ; 0.01< p < 0.02 17 - 24 Independent Random Samples from Two Populations of Serum Uric Acid Values Sample Sum Mean 1 1.2 0.8 1.1 0.7 0.9 1.1 1.5 0.8 1.6 0.9 10.6 1.06 2 1.7 1.5 2.0 2.1 1.1 0.9 2.2 1.8 1.3 1.5 16.1 1.61 17 - 25 Serum Acid Worksheet Sample 1 x x2 1.2 1.44 0.8 0.64 1.1 1.21 0.7 0.49 0.9 0.81 1.1 1.21 1.5 2.25 0.8 0.64 1.6 2.56 0.9 0.81 Sum 10.6 12.06 Mean 1.06 Sum2/n 1 1.236 SS 0.824 Variance 0.092 SD 0.303 Sample 2 x x2 1.7 2.89 1.5 2.25 2.0 4.00 2.1 4.41 1.1 1.21 0.9 0.81 2.2 4.84 1.8 3.24 1.3 1.69 1.5 2.25 16.1 27.59 1.61 25.921 1.669 0.185 0.431 17 - 26 s12 = 0.09, s22 = 0.19 (n1 1) s (n2 1) s s (n1 1) (n2 1) 2 p 2 1 2 2 (9)(0.09) (9)(0.19) s 99 2 p 0.81 1.71 s 0.14 s p 0.37 , 18 2 p 17 - 27 Testing the Hypothesis That The Two Serum Uric Acid Populations Have The Same Mean 1. The hypothesis: H0: μ1 = μ2 vs. H1: μ1 ≠ μ2 2. The -level: = 0.05 3. The assumptions: Independent Random Samples Normal Distribution, 12 22 4. The test statistic: t x1 x2 1 1 sp n1 n2 17 - 28 5. The reject region: Reject H0: μ1 = μ2 if t is not between ± t0.975(18) = 2.1009 6. The result: 1.06 1.61 0.55 t 3.3 0.37(0.45) 1 1 0.37 10 10 7. The conclusion: Reject H0: μ1 = μ2 , since t is not between ± 2.1009 17 - 29 Serum Uric Acid Values Before And After a Special Meal Sum Mean Before 1.2 0.8 1.1 0.7 0.9 1.1 1.5 0.8 1.6 0.9 10.6 1.06 After 1.7 1.5 2.0 2.1 1.1 0.9 2.2 1.8 1.3 1.5 6.1 1.61 17 - 30 Serum Uric Acid Values Before And After A Special Meal Worksheet Person 1 2 3 4 5 6 7 8 9 10 Sum Mean Before 1.2 0.8 1.1 0.7 0.9 1.1 1.5 0.8 1.6 0.9 10.6 1.06 After 1.7 1.5 2.0 2.1 1.1 0.9 2.2 1.8 1.3 1.5 16.1 1.61 Sum2/n SS Variance SD da 0.5 0.7 0.9 1.4 0.2 -0.2 0.7 1.0 -0.3 0.6 5.5 0.55 d2 0.25 0.49 0.81 1.96 0.04 0.04 0.49 1.00 0.09 0.36 5.53 3.025 2.505 0.278 0.528 da = After - Before 17 - 31 Testing the Hypothesis That The Serum Uric Acid Levels Before and After A Special Meal Are The Same 1. The hypothesis: H0: Δ = 0 vs. H1: Δ ≠ 0, where Δ = μAfter - μBefore 2. The -level: = 0.05 3. The assumptions: Random Sample of Differences, Normal Distribution 4. The test statistic: d x After xBefore t sd sd n 17 - 32 Reject H0: Δ = 0, if t is not between ± t0.975(9) = 2.26 5. The rejection region: 6. The result: t 7. The conclusion: 0.55 0.528 0.55 3.29 10 0.528 /(3.16) Reject H0: Δ = 0 since t is not between ± 2.26 17 - 33