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UCLA STATS 13 - The T Test Wilcoxon-Mann-Whitney Test

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1Stat 13, UCLA, Ivo DinovSlide 1UCLA STAT 13Introduction toStatistical Methods for the Life and Health SciencesInstructor: Ivo Dinov, Asst. Prof. of Statistics and NeurologyTeaching Assistants:Fred Phoa, Kirsten Johnson, Ming Zheng & Matilda HsiehUniversity of California, Los Angeles, Fall 2005http://www.stat.ucla.edu/~dinov/courses_students.htmlStat 13, UCLA, Ivo DinovSlide 2Lecture Set 8 The T Test Wilcoxon-Mann-Whitney TestStat 13, UCLA, Ivo DinovSlide 3ApplicationExample: Nine observations of surface soil pH were made two different locations. Does the data suggest that the true mean soil pH values differ for the two locations? Test using α= 0.05, and be sure to check any necessary assumptions for the validity of your test.Location 1 Location 2 8.10 7.85 7.89 7.30 8.00 7.73 7.85 7.27 8.01 7.58 7.82 7.27 7.99 7.50 7.80 7.23 7.93 7.41 Stat 13, UCLA, Ivo DinovSlide 4ApplicationTo meet the assumption of normality (necessary for the t-test with such a small sample size in each group), we will calculate a normal probability plot for each group.Location 1Per cent8.28.18.07.97.87.7999590807060504030201051Mea n0.7317.932StDev 0.1005N9AD 0.229P-V alueProbability Plot of Location 1Nor mal Location 2Per cent8.07.87.67.47.27.0999590807060504030201051Mea n0.2757.46StDev 0.2220N9AD 0.406P-V alueProbability Plot of Location 2Nor mal Stat 13, UCLA, Ivo DinovSlide 5Applicationz #1 Formulate hypothesesHo: µ1–µ2= 0 (there is no difference between the true mean soil pH of location1 and location2)Ha: µ1–µ2!= 0 (there is a difference between the true mean soil pH of location1 and location2)Stat 13, UCLA, Ivo DinovSlide 6Applicationz #2 Calculate the test statisticDescriptive Statistics: Location 1, Location 2 Variable N N* Mean SE Mean StDev Minimum Q1 Median Q3Location 1 9 0 7.9322 0.0335 0.1005 7.8000 7.8350 7.9300 8.0050Location 2 9 0 7.4600 0.0740 0.2220 7.2300 7.2700 7.4100 7.6550Variable MaximumLocation 1 8.1000Location 2 7.8500827.5081.00460.79322.702121=−−=−−=− yysSEyyt081.09222.091005.02222212121=+=+=−nsnsSEyy2Stat 13, UCLA, Ivo DinovSlide 7Applicationz #3 Calculate the p-value()()dfnSEnSESESEdf 1103.1119074.0190335.0074.00335.0114422224214122221≈=−+−+=−+−+=p < 2(0.0005) = 0.001 (SOCR)Stat 13, UCLA, Ivo DinovSlide 8Applicationz #4 ConclusionBecause p < 0.001 < 0.05, we will reject Ho.CONCLUSION: These data show that there is a statistically significant true mean difference in the pH of Location 1 and Location 2 (P < 0.001).Stat 13, UCLA, Ivo DinovSlide 9Applicationz Confidence interval for µ1–µ2 Suppose we calculated a 95% confidence interval to be:  Does this interval surprise you?()()()()() ())650.0 ,294.0(081.0201.2472.0081.0)11(460.7932.7)(025.0025.02121=±=±−=±−−tSEdftyyyyStat 13, UCLA, Ivo DinovSlide 10Applicationz Corresponding computer output:Two-Sample T-Test and CI: Location 1, Location 2 Two-sample T for Location 1 vs Location 2N Mean StDev SE MeanLocation 1 9 7.932 0.100 0.033Location 2 9 7.460 0.222 0.074Difference = mu (Location 1) - mu (Location 2)Estimate for difference: 0.47222295% CI for difference: (0.293459, 0.650985)T-Test of difference = 0 (vs not =): T-Value = 5.81 P-Value = 0.000 DF = 11Stat 13, UCLA, Ivo DinovSlide 11CI and Hypothesis-Testing relationshipz Consider a 95% confidence interval for µ1–µ2and it's relationship to the t test at α= 0.05 Both use and in their calculationsCI: Ts:21yy −21yySE−()()21221)(yySEdftyy−±−α()21021yysSEyyt−−−=Stat 13, UCLA, Ivo DinovSlide 12CI and Hypothesis-Testing relationshipz With a t test we reject Hoif the p-value is less than αthen we reject Ho, and fail to reject otherwise this is the same thing as saying we reject if tsis beyond+t0.025, and fail to reject otherwise3Stat 13, UCLA, Ivo DinovSlide 13CI and Hypothesis-Testing relationshipz Focusing on the upper half of the distribution and remembering the symmetry: we fail to reject when Further manipulation gives us:zTherefore, we fail to reject Ho: µ1–µ2= 0 (for the not equal to alternative), if the confidence interval contains 0.025.02121tSEyyTyys<−=−)()(0)()()()(0)()()()()(21212121212121025.021025.021025.021025.021025.021025.0025.021yyyyyyyyyyyyyySEtyySEtyySEtyySEtyySEtyySEtSEtyy−−−−−−−−−>>+−=+−−<<−−−=<−<−=<−Stat 13, UCLA, Ivo DinovSlide 14CI and Hypothesis-Testing relationshipz If a two-tailed t test and a confidence interval give us the same result, why learn both? There are advantages to each one Confidence interval: shows magnitude of difference between µ1and µ2T test: has p-value which describes the strength of evidence that µ1and µ2are really different.Stat 13, UCLA, Ivo DinovSlide 15More on the significance level α• Choose a significance level BEFORE analyzing the dataExample: Say df = 15 and a = 0.05• If tsis in either tail we will reject Ho. The chance of this happening is 0.05 -- P(reject Ho) = 0.05, if Hois true.• Because we are assuming that Ho is true, all tsvalues on the t curve would only deviate from 0 because of sampling error.• This means:95% would fail to reject Ho2.5% would reject Ho(-ts)2.5% would reject Ho (ts)In other words, a total of 5% would reject Ho when Ho is actually true. This is an incorrect conclusion just because of sampling error!Stat 13, UCLA, Ivo DinovSlide 16More on the significance level α• When we are analyzing one data set in real life at the 0.05 level and our conclusion is to reject Ho there are two possible scenarios:1. Hois in fact false2. Hois true, but we were unlucky (5%)Stat 13, UCLA, Ivo DinovSlide 17z There are two possible mistakes that can be made when conducting a hypothesis test: A type I error is when we reject Hoand Howas true P(type I error) = α When we choose αbefore we conduct our test, we are actually protecting ourselves against a type I error This choice will depend on your experiment A type II error is when we fail to reject Hoand Hois false P(type II error) = ββ can also be specified before we collect our data will have more to do with the number of observations in our sampleType I and Type II ErrorsStat 13, UCLA, Ivo DinovSlide 18Type I and Type II Errorsz Table (below) is the best way to summarizez You cannot make both errors at the same time Once you have reached a conclusion (reject or fail to reject) based on the


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UCLA STATS 13 - The T Test Wilcoxon-Mann-Whitney Test

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