Summary of Statistical Tests for STAT166 Two Population Parametric Test Ho: Ha: DR: Reject Ho if Fc > F /2 (n1-1,

, n2-1)

Test Procedure F-test

Test Statistic
2 Fc = S12 / S2 ; S12 > S 22

12 = 22

12 22
Case Known 12 , 22 Zc > Z /2

12 = 22
tc > t /2 (n1+n2-2)

12 22
tc > t /2 (v)

Independent

1 2 1 = 2 1 > 2

2 Known 12 , 2 Z-test

Zc =

( X 1 X 2 ) D0

12
n1

22
n2

Zc > Z

tc > t

(n1+n2-2)

tc > t

(v)

Unknown 2 and 12 = 2 t-test Unknown 2 and 12 2 t-test

Case

tc =

( X 1 X 2 ) D0 1 2 1 S p + n1 n2 ( X 1 X 2 ) D0
2 S12 S 2 + n1 n2

1 < 2
Case 1 2

Zc < -Z

tc < -t

(n1+n2-2)

tc < -t

tc =

(v)

Related

1 = 2

n 25 tc > Z/2 tc > Z tc < -Z Zc > Z/2

n < 25 tc > t /2 (n-1)

1 > 2 1 < 2
P P2 1

tc > t

(n-1) (n-1)

t-test

tc =

tc < -t

d D0 Sd n

Independent

Zc =

P1 = P2

P > P2 1

Zc > Z

(p1 p 2 ) P0 "1 1% p(1 p) $ + ' # n1 n 2 &

Z-test

p=
Related

n1 p 1 + n2 p2 n1 + n2

P < P2 1

Zc < -Z

Zc =

SF FS SF + FS

Two Population Non-Parametric Test Ho: Independent Ha: DR: Reject Ho if Test Procedure Test Statistic Tc = min(U1, U2)
Md1 = Md 2 Md1 Md 2

Reminders

Tc< T /2(n1, n2)

Mann-Whitney U-Test

n1 (n1 + 1) R1 2 n (n + 1) U 2 = n1n2 + 2 2 R2 2 U1 = n1n2 +

Pval = 2*min(P[x c],P[x c]) Pvalue = P[x c] Pvalue = P[x c]

n1 > n2

Related

Md1 Md 2 Md1 = Md 2 Md1 > Md 2 Md1 < Md 2

Pvalue <

Sign Test

c = no. of (+) differences n = no. of non-differences X~ Bin (n, 0.5)

Assumptions Normality Equality of Variance Assumptions met, Parametric Method (at least interval scale) Assumptions not met, use Non Parametric Method (at least ordinal scale)

Ho: Normally distributed

2 12 = 2 = ... = k2

Ha: Not normally distributed At least 2 variances are not equal At least one i j , i j At least 2 means are not equal

Comparison on K-populations DR: Reject Ho if Test Procedure Wilk-Shapiro Pvalue < Fc > F Fc > F

Test Statistic W Fc = MSB / MSW MSB = Fc = MSB / MSW MSW = Fc = MSBlock / MSE
k Ri2 12 3(n + 1) n(n + 1) i =1 ni H= (t 3 t ) 1 n3 n k 12 Ri2 3b(k + 1) bk (k + 1) i =1 Q= Tij 1 bk (k 2 1)

(k-1, n-k)

Levenes test F test using ONE way ANOVA F test using TWO way ANOVA

(k-1, n-k)

1 = 2 = ... = k

Fc > F

[b-1, (b-1*k-1)]

K=3 and ni 5: H > tabular value At least one Mdi Md j , i j Not all k populations have the same medians k>3 and ni > 5: H > 2 (k-1)

Kruskall Wallis (one-way)

t = no. of tied observation in a group Ri =sum ranks Tij = tij3 - tij tij = number of tied observation in the jth group in the ith block

Md1 = Md2 = ... = Md k

K = 3, b<10 and k=4, b<6: pval < Otherwise: Q > 2 (k-1)

Friedman two-way Test

BY:JCY/HGCBG, STAT166 1

ST

SEMESTER 2012-13