The statistic used to estimate the mean of a population, μ, is the sample mean, Show
When σ Is Known If the standard deviation, σ, is known, we can transform
Example: From the previous example, μ=20, and σ=5. Suppose we draw a sample of size n=16 from this population and want to know how likely we are to see a sample average greater than 22, that is P( So the probability that the sample mean will be >22 is the probability that Z is > 1.6 We use the Z table to determine this: P( > 22) = P(Z > 1.6) = 0.0548. Exercise: Suppose we were to select a sample of size 49 in the example above instead of n=16. How will this affect the standard error of the mean? How do you think this will affect the probability that the sample mean will be >22? Use the Z table to determine the probability. Answer When σ Is Unknown If the standard deviation, σ, is unknown, we cannot transform
If X is approximately normally distributed, then has a t distribution with (n-1) degrees of freedom (df) Using the t-tableNote: If n is large, then t is approximately normally distributed.
The z table gives detailed correspondences of P(Z>z) for values of z from 0 to 3, by .01 (0.00, 0.01, 0.02, 0.03,…2.99. 3.00). The (one-tailed) probabilities are inside the table, and the critical values of z are in the first column and top row. The t-table is presented differently, with separate rows for each df, with columns representing the two-tailed probability, and with the critical value in the inside of the table. The t-table also provides much less detail; all the information in the z-table is summarized in the last row of the t-table, indexed by df = ∞. So, if we look at the last row for z=1.96 and follow up to the top row, we find that P(|Z| > 1.96) = 0.05 Exercise: What is the critical value associated with a two-tailed probability of 0.01? Answer Now, suppose that we want to know the probability that Z is more extreme than 2.00. The t-table gives us P(|Z| > 1.96) = 0.05 And P(|Z| > 2.326) = 0.02 So, all we can say is that P(|Z| > 2.00) is between 2% and 5%, probably closer to 5%! Using the z-table, we found that it was exactly 4.56%. Example: In the previous example we drew a sample of n=16 from a population with μ=20 and σ=5. We found that the probability that the sample mean is greater than 22 is P( From the tables we see that the two-tailed probability is between 0.01 and 0.05. P(|T| > 1.711) = 0.05 And P(|T| > 2.064) = 0.01
P(T > 1.711) = ½ P(|T| > 1.711) = ½(0.05) = 0.025 And P(T > 2.064) = ½ P(|T| > 2.064) = ½(0.01) = 0.005 So the probability that the sample mean is greater than 22 is between 0.005 and 0.025 (or between 0.5% and 2.5%) Exercise: . If μ=15, s=6, and n=16, what is the probability that Answer
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The t-distribution describes the standardized distances of sample means to the population mean when the population standard deviation is not known, and the observations come from a normally distributed population. Is the t-distribution the same as the Student’s t-distribution?Yes. What’s the key difference between the t- and z-distributions?The standard normal or z-distribution assumes that you know the population standard deviation. The t-distribution is based on the sample standard deviation.
The t-distribution is similar to a normal distribution. It has a precise mathematical definition. Instead of diving into complex math, let’s look at the useful properties of the t-distribution and why it is important in analyses.
Consider the following graph comparing three t-distributions with a standard normal distribution: Figure 1: Three t-distributions and a standard normal (z-) distribution.
All of the distributions have a smooth shape. All are symmetric. All have a mean of zero. The shape of the t-distribution depends on the degrees of freedom. The curves with more degrees of freedom are taller and have thinner tails. All three t-distributions have “heavier tails” than the z-distribution. You can see how the curves with more degrees of freedom are more like a z-distribution. Compare the pink curve with one degree of freedom to the green curve for the z-distribution. The t-distribution with one degree of freedom is shorter and has thicker tails than the z-distribution. Then compare the blue curve with 10 degrees of freedom to the green curve for the z-distribution. These two distributions are very similar. A common rule of thumb is that for a sample size of at least 30, one can use the z-distribution in place of a t-distribution. Figure 2 below shows a t-distribution with 30 degrees of freedom and a z-distribution. The figure uses a dotted-line green curve for z, so that you can see both curves. This similarity is one reason why a z-distribution is used in statistical methods in place of a t-distribution when sample sizes are sufficiently large. Figure 2: z-distribution and t-distribution with 30 degrees of freedom
When you perform a t-test, you check if your test statistic is a more extreme value than expected from the t-distribution. For a two-tailed test, you look at both tails of the distribution. Figure 3 below shows the decision process for a two-tailed test. The curve is a t-distribution with 21 degrees of freedom. The value from the t-distribution with α = 0.05/2 = 0.025 is 2.080. For a two-tailed test, you reject the null hypothesis if the test statistic is larger than the absolute value of the reference value. If the test statistic value is either in the lower tail or in the upper tail, you reject the null hypothesis. If the test statistic is within the two reference lines, then you fail to reject the null hypothesis. Figure 3: Decision process for a two-tailed test
For a one-tailed test, you look at only one tail of the distribution. For example, Figure 4 below shows the decision process for a one-tailed test. The curve is again a t-distribution with 21 degrees of freedom. For a one-tailed test, the value from the t-distribution with α = 0.05 is 1.721. You reject the null hypothesis if the test statistic is larger than the reference value. If the test statistic is below the reference line, then you fail to reject the null hypothesis. Figure 4: Decision process for a one-tailed test
Most people use software to perform the calculations needed for t-tests. But many statistics books still show t-tables, so understanding how to use a table might be helpful. The steps below describe how to use a typical t-table.
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