Anda di halaman 1dari 25

7.

1 Inference for the Mean of a Population


t distributions
n s
x
t
0

=
Population
distribution
Small sample Large sample
n
x
z
o

0

=
Chapter 7 - Inference for Distributions
7.1 Inference for the Mean of a Population
t distributions
One sample t CI
Example 7.1 Estimating Monthly Expenditures for Landline Telephone Services
n
s
t x
df , 2 o
e
1
0
~

=
n
t t
n s
x
t

n
s
SE
X
=
Chapter 7 - Inference for Distributions
7.1 Inference for the Mean of a Population
Example 7.1 Estimating Monthly Expenditures for Landline Telephone Services
( )
( ) 48 , 39
5 . 4 5 . 43
7
42 . 5
365 . 2 5 . 43
7 1
42 . 5
5 . 43
7 , 025 . 0
e
= e
e
=
=
=
=

n
s
t x
n
s
x
42, 38, 41 , 36, 50, 43, 47, 51 x
Chapter 7 - Inference for Distributions
7.1 Inference for the Mean of a Population
()
Example 7.1 Estimating Monthly Expenditures for Landline Telephone Services
Chapter 7 - Inference for Distributions
7.1 Inference for the Mean of a Population
One sample t test
Example 7.2 Do Average Monthly Landline Expenditures in Your Community
Differ from the U.S. Average
Example 7.3 One-sided Test for Monthly Landline Expenditures
n s
x
t
0

=
Chapter 7 - Inference for Distributions
7.1 Inference for the Mean of a Population
Example 7.2 Do Average Monthly Landline Expenditures in Your Community Differ
from the U.S. Average
87 . 2
7 42 . 5
49 5 . 43
7 1
42 . 5
5 . 43
0
=

=
=
=
=
n s
x
t
n
s
x

49 :
49 :
0
=
=

a
H
H
( ) 024 . 0 012 . 0 2 87 . 2 2
365 . 2
7
0 7 , 025 . 0
7 , 025 . 0
= = < =
>
=
T P value P
H reject t t
t
Chapter 7 - Inference for Distributions
7.1 Inference for the Mean of a Population
Example 7.3 One-sided Test for Monthly Landline Expenditures
87 . 2
7 42 . 5
49 5 . 43
7 1
42 . 5
5 . 43
0
=

=
=
=
=
n s
x
t
n
s
x

49 :
49 :
0
<
>

a
H
H
( ) 012 . 0 87 . 2
895 . 1
7
0 7 , 05 . 0
7 , 05 . 0
= < =
<
=
T P value P
H reject t t
t
Chapter 7 - Inference for Distributions
7.1 Inference for the Mean of a Population
Matched pairs t procedures
Example 7.7-8 The Effects of Language Instruction
Chapter 7 - Inference for Distributions
7.1 Inference for the Mean of a Population
Example 7.7-8 The Effects of Language Instruction
893 . 2
5 . 2
=
=
D
D
s
x
0 :
0 :
0
>
s
D a
D
H
H

Chapter 7 - Inference for Distributions


7.1 Inference for the Mean of a Population
Example 7.7 The Effects of Language Instruction (hypothesis test)
( )
0
D
D
H Reject
T P value P
t
n s
x
t
005 . 0 86 . 3
093 . 2
86 . 3
20 893 . 2
0 5 . 2
19
19 , 025 . 0
0
= > =
=
=

=

Chapter 7 - Inference for Distributions
7.1 Inference for the Mean of a Population
Example 7.8 The Effects of Language Instruction (confidence interval)
( ) 62 . 3 , 38 . 1
20
893 . 2
729 . 1 5 . 2
10 . 0
19 , 05 . 0
e
e
e
=
D
D
D
D D
n
s
t x

o
Chapter 7 - Inference for Distributions
7.1 Inference for the Mean of a Population
Robustness of t procedures
n < 15 : use t if data is close to Normal
n ~ 15 : use t unless data is strongly skewed, outliers exist
n > 15 : use t
Power of the t test
Assume = s
Example 7.9 Is the Sample Size Large Enough
Chapter 7 - Inference for Distributions
7.1 Inference for the Mean of a Population
Example 7.9 Is the Sample Size Large Enough
160 . 1
20
3
729 . 1 :
20 3
729 . 1
3 20
2 : 0 :
0 :
0
19 , 05 . 0
0
19 , 05 . 0
= >
> =

=
=
= = =
= >
s
x H Reject
t
x
n s
x
t
t
s n
H H
H
a a
0

( )
( ) 8944 . 0 252 . 1
20 3
2 16 . 1
2 | 16 . 1
= > =
|
|
.
|

\
|

> = = >
Z P
Z P X P
Chapter 7 - Inference for Distributions
7.1 Inference for the Mean of a Population
Inference from non-Normal populations (Sign Test)
Example 7.10 The Effects of Language Instruction
Chapter 7 - Inference for Distributions
7.1 Inference for the Mean of a Population
Example 7.10 The Effects of Language Instruction
( )
( ) ( )
0
x
x x
a
0
H Reject
x
X P
p n Binomial X
p H
p H
res proved sco execs w/im number of X
00014 . 0 5 . 0 1 5 . 0
20
16
5 . 0 , 20 ~
5 . 0 :
5 . 0 :
20
16
20
0
=
|
|
.
|

\
|
= >
= =
>
s

=

Chapter 7 - Inference for Distributions
7.2 Comparing Two Means
Chapter 7 - Inference for Distributions
7.2 Comparing Two Means
Two sample z statistic
Two sample t statistic
( ) ( )
2
2
2
1
2
1
2 1 2 1
n n
x x
z
o o

+

=
( ) ( )
2
2
2
1
2
1
2 1 2 1
n
s
n
s
x x
t
+

=

|
|
.
|

\
|
+
2
2
2
1
2
1
2 1 2 1
, ~
n n
N x x
o o

( )
ion approximat ite Satterthwa df
or
n n df
T x x
df
=
=

1 , 1 min
~
2 1
2 1
Chapter 7 - Inference for Distributions
7.2 Comparing Two Means
Two sample t significance test
Example 7.11 Wine Labels with Animals?
( ) ( )
2
2
2
1
2
1
2 1 2 1
n
s
n
s
x x
t
+

=

Chapter 7 - Inference for Distributions
7.2 Comparing Two Means
Example 7.11 Wine Labels with Animals?
( ) ( ) ( )
( )
( ) 00089 . 0 63 . 3
729 . 1
19 1 , 1 min
63 . 3
20
94 . 0
22
93 . 0
95 . 2 00 . 4
:
:
19 , 05 . 0
2 1
2 2
2
2
2
1
2
1
2 1 2 1
2 1
2 1
= > =
=
= =
=
+

=
+

=
>
s
T P value P
H Reject
t
n n df
n
s
n
s
x x
t
H
H
0
a
0



Chapter 7 - Inference for Distributions
7.2 Comparing Two Means
Two sample t CI
Example 7.12 How Large an Increase in Preference?
( )
2
2
2
1
2
1
, 2 2 1 2 1
n
s
n
s
t x x
df
+ e
o

Chapter 7 - Inference for Distributions
7.2 Comparing Two Means
Example 7.12 How Large an Increase in Preference?
( )
( )
( ) 65 . 1 , 45 . 0
60 . 0 05 . 1
20
94 . 0
22
93 . 0
093 . 2 95 . 2 00 . 4
093 . 2
2 1
2 1
2 2
2 1
19 , 025 . 0
2
2
2
1
2
1
, 2 2 1 2 1
e
e
+ e
=
+ e




o
ive) (conservat t
n
s
n
s
t x x
df
Chapter 7 - Inference for Distributions
7.2 Comparing Two Means
Robustness
Inference for small samples
Pooled two sample t procedures
Example 7.16 Do Mean Asset / Liability Ratios Differ?
( ) ( )
2
1 1
2 1
2 1
2 1 2 1
+ =
+

=
n n df
n n
s
x x
t
p

2
) 1 ( ) 1 (
2 1
2
2 2
2
1 1
2
+
+
=
n n
s n s n
s
p
( ) ( )
2 1
2 , 2 2 1 2 1
1 1
2 1
n n
s t x x
p n n
+ e
+ o

Chapter 7 - Inference for Distributions
7.2 Comparing Two Means
Example 7.16 Do Mean Asset / Liability Ratios Differ?
Chapter 7 - Inference for Distributions
7.2 Comparing Two Means
Example 7.16 Do Mean Asset / Liability Ratios Differ?
Chapter 7 - Inference for Distributions
7.2 Comparing Two Means
Example 7.16 Do Mean Asset / Liability Ratios Differ?
( ) ( ) ( )
( ) 0 17 . 7 2
17 . 7
33
1
68
1
35141 . 0
8236 . 0 7256 . 1
1 1
99 2 33 68 2
35141 . 0
2 33 68
4811 . 0 ) 1 33 ( 6393 . 0 ) 1 68 (
:
:
99
2 1
2 1 2 1
2 1
2 2
2
2 1
2 1
~ > =
=
+

=
+

=
= + = + =
=
+
+
=
=
=
T P value P
n n
s
x x
t
n n df
s
H
H
p
p
a
0



Chapter 7 - Inference for Distributions