STAT 2050 Study Guide - Midterm Guide: Independent And Identically Distributed Random Variables, Null Hypothesis

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15 Apr 2018
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Unequal variances, how different are the samples: sew( (cid:2869) (cid:2870)(cid:4667)= (cid:3117)(cid:3118)(cid:3041)(cid:3117)+(cid:3118)(cid:3118)(cid:3041)(cid:3118) (cid:4666)(cid:3117)(cid:3118)(cid:3117)+(cid:3118)(cid:3118)(cid:3118)(cid:4667)(cid:3118) (cid:3117)(cid:3117) (cid:3117)(cid:4678)(cid:3117)(cid:3118)(cid:3117)(cid:3118)(cid:4679)+ (cid:3117)(cid:3118) (cid:3117)((cid:3118)(cid:3118)(cid:3118)(cid:3118), tobs= (cid:3117) (cid:3118) (cid:3116) Type 1: reject the h0 when it is true. P-value is very small (<0. 05 type 2: fail to reject the null when null is false p-value is large (>0. 05) 95% ci interpretation: we are 95% confidence that the true difference of the 2 means is between ( , ). One mean, mu and variance are unknown one sample t-test assumptions: observations are independent and identically distributed (iid) and randomly sampled. Threshold approach: is there actually a difference: state the hypothesis: (cid:4667) (cid:4666)(cid:3117) (cid:3118) (cid:3043) (cid:3117)(cid:3117)+(cid:3117)(cid:3118) ~(cid:1872)(cid:3041)(cid:3117)+(cid:3041)(cid:3118) (cid:2870) (cid:1873)(cid:1866)(cid:1856)(cid:1857)(cid:1870) (cid:1872) (cid:1857) (cid:1866)(cid:1873) (cid:1868)(cid:1867)(cid:1872) (cid:1857)(cid:1871)(cid:1871) (cid:3117) (cid:3118: (pooled) (cid:1871)(cid:1868)= (cid:4666)(cid:3041)(cid:3117) (cid:2869)(cid:4667)(cid:3117)(cid:3118)+ (cid:4666)(cid:3041)(cid:3118) (cid:2869)(cid:4667)(cid:3118)(cid:3118) (cid:3041)(cid:3117)+(cid:3041)(cid:3118) (cid:2869, 95% ci for 2 sided: (cid:2869) (cid:2870) + (cid:1872)(cid:2868). 975, (cid:1871)(cid:1868)(cid:4666) (cid:2869)(cid:3041)(cid:3117)+ (cid:2869)(cid:3041)(cid:3118), h0: =0 vs ha: 0.

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