Hypothesis testing using t-test

Posted in: , on 31. May. 2008 - 10:34

Dear friends,

could you please write the solutions to the question:

Consider the following sets of observations from two groups:

G1 = {-0.07, 0.48, -0.44, -1.45, 1.74, 0.23}

G2 = {-0.42, -0.52, -0.73, -1.75, -1.70, -1.12, -1.94, -1.81}

Assume that the measurements come from distributions that have equal but unknown variances, and potentially different means µ1 and µ2.

a) Use a t-test to test the null hypothesis that the underlying means of G1 and G2 are equal at a significance level of 5%;

H0: µ1=µ2.

b) Use a t-test to test the null hypothesis that the underlying mean of G1 is larger than that of G2 at a significance level of 5%;

H0: µ1>µ2.

c) Use a t-test to test the null hypothesis that the underlying mean of G1 is smaller than that of G2 at a significance level of 5%;

H0: µ1<µ2.

d) How do you suppose your results would change if the fifth element of G1 is changed from 1.74 to 5.74? Why?

Nommensen
(not verified)

Re: Hypothesis Testing Using T-Test

Posted on 17. Jun. 2008 - 09:05

Hi,

By changing the fifth element you blow up the estimate for the standard deviation of G1, i.e. , from 1.05 to 2.53. This has more impact than the increase in the difference between µ1 and µ2, 1.35 and 2.02 respectively. So the p-values in the t-test increase!

Note that a t-test assumes that the measurements come from NORMAL distributions! When a Anderson-Darling test is performed on the measurements it can not be rejected that G1 and G2 come from a normal distribution. However after G1 is modified (to G1b) the pvalue of the Anderson-Darling test is 0.017 so it can be rejected that G1b comes from a normal distribution. Strictly speaking, you can not trust the results of a t-test anymore.

kind regards,

Paul Nommensen