Scribd
Upload
99 views25 pages

A Basic Overview of Statistical Tests That Are Used Commonly

This document provides an overview of common statistical tests, including Student's t-test, Wilcoxon tests, chi-square tests, and McNemar's test. It describes the purpose and assumptions of each test, how to calculate their test statistics, and when to apply paired vs independent samples versions. The key tests covered are the Student's t-test for normal populations, Wilcoxon tests for non-normal data, and chi-square tests for categorical variables.

Uploaded by

Pritish Jana
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
99 views25 pages

A Basic Overview of Statistical Tests That Are Used Commonly

This document provides an overview of common statistical tests, including Student's t-test, Wilcoxon tests, chi-square tests, and McNemar's test. It describes the purpose and assumptions of each test, how to calculate their test statistics, and when to apply paired vs independent samples versions. The key tests covered are the Student's t-test for normal populations, Wilcoxon tests for non-normal data, and chi-square tests for categorical variables.

Uploaded by

Pritish Jana
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
You are on page 1/ 25

Chapter 2

A basic overview of statistical tests that


are used commonly

Vamsi Balakrishnan
Statistical Tests
• Purpose
• Major (common) Tests
– Student’s t-Test (paired or independent)
– Wilcoxon Mann-Whitney rank sum test
– Wilcoxon signed rank test
– Contingency tables (Chi-square tests)
– McNemar’s Test
• Assumptions
Normal Populations
• Student’s t-Test
• Two types
– Independent
– Paired
Independent Student’s t-Test
[equal variance]
• H0: μ1 = μ2
• HA: <not above>
• Assumptions
– Normality
– Equal Variance
– Independent samples
• Same standard deviation (and hence variance)
is assumed for both sample populations.
• “The test statistic is essentially a standardized
difference of the two sample means.”
Independent Student’s t-Test
(continued) [equal variance]
• The Test Statistic (t-statistic)

• X and Y are the two populations. The bar above


it means sample mean.
• The n1 and n2 are the sample sizes.
• Sp = pooled standard deviation.
Independent Student’s t-Test
(continued) [equal variance]
• Sp = Pooled Standard deviation
– Purpose
– Computational Formula:

– n1 and n2 are the sample sizes, si are the


standard deviations for the population.
Independent Student’s t-Test
(continued) [equal variance]
• Degrees of Freedom
– The possibilities (opportunities) for change – 1
usually. Here though…
– n1+n2 -2
Independent Student’s t-Test
(unequal/difference variances)
• Modified t statistic
• Welch Test
– Same assumptions as previous test
(independence, normality) except, unequal
variance
– Same hypotheses are used
– Compare to previous equal var. formula
• Used for data of very different sizes
(Relative definition)
Independent Student’s t-Test
(unequal/difference variances)
(continued)

Welch Statistic Degrees of Freedom


Paired Student’s t-Test
• “paired t-test I used to compare the means
of two populations” when the data is
paired:
– Before-and-after
– Same individual is observed twice
• Null Hypothesis
– H0 = 0
– Ha = <not above>
Paired Student’s t-Test
(continued)
• Confidence Intervals
– “plausible range of values for the difference
between two means”
• CI includes 0.
• n-1 degrees of freedom.
• Test statistic:
Summary (t-tests)
Equal Unpaired t-test
Variance
Unpaired

Unequal
Variance Welch Test
T-test

Paired
Paired
subjects Paired t-Test
(variance may
or may not
differ)
Non-Parametric
• No distribution
• Paired vs. Unpaired
• Types:
– Wilcoxon Mann-Whitney Rank Sum Test
– Wilcoxon signed rank test
Wilcoxon Mann-Whitney Rank
Sum Test
• T-statistic applied to the ranks, not data
• Intended for not-normal (non-parametric),
but independent
• Hypothesis
– H0 – “the two populations being compared
have identical distributions”
– HA – “populations differ in location i.e.
(median)”
Wilcoxon Mann-Whitney Rank
Sum Test
(continued, example)
• Fastest - T H H H H H T T T T T H – Slowest
• Consider a race between 6 Hares and 6
Tortoisses.
• From the perspective of the Toirtoises, there is
one that beats 6 hares, but the second, third,
fourth, and fifth beat only one hair. The U value
in this case = 6+1+1+1+1+1 = 11.
• WMW Rank Sum Test – solely concerns the
relative positions/value, not the exact ones.
Paired Wilcoxin Test
• Two-sample version of the previous test
except that the individuals may be
measured twice or before-and-after
measurements may be considered.
Paired Wilcoxin Test
(continued)
• Computing the U-statistic is very easy.
• This test should only be done on data that has
the same number of measurements.
• Create a third column
– If the difference between the “before” – “after” is
positive, then put a + sign.
– If the difference is “negative” put a negative sign.
– Add up all of these signs, the resulting positive or
negative value is the statistic.
• Consider ns/r. ns/r = XaXb possible – number of
pairs of Xa-Xb=0 pairs.
– ns/r > 10: sampling dist is close to normal
Contingency Tables
• Categorical variables
• Cross-classification
• Set up table
Contingency Tables
(Continued)
• Independence or Association
• In this case:
– Were the group of males and females
statistically likely?
The X Test 2

• Perform in this case


• Take row totals
The X2 Test
(Continued)

• [(15-20)^2/20] + [(25-20)^2/20)] = 2.5 = X2


• Degrees of freedom = n-1 = 2-1 = 1
The X2 Test
(Continued)
• .1138 > α
• Fail to reject null
McNemar’s Test
• Categorical data from paired observations
• “…cases matched with controls on
variables such as sex, age, and so on, or
observations made on the same subjects
on two occasions (cf. paired t-test).”
• Hypothesis
– H0: populations do not differ
McNemar’s Test
(continued)
• H0 would hold if
– a + b = a +c and c + d
=d+b

(b  c) 2
• X2 =
• bc
Overall Summary of Tests
Equal Unpaired t-test
Variance
Unequal Welch (modified
Independent
Variance t-) test
t-test
Quantitative (perhaps)
Paired Variance
Paired t-test
data doesn’t
matter
Ordinal or
Nominal
X2 Test Pearson X2 Test
Independent

Paired McNemar’s X2 Test

You might also like