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📚 Statistics with Technology 2e
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9.3 Independent Samples for Two Means

This section will look at how to analyze when two samples are collected that are independent. As with all other hypothesis tests and confidence intervals, the process is the same though the formulas and assumptions are different. The only difference with the independent t-test, as opposed to the other tests that have been done, is that there are actually two different formulas to use depending on if a particular assumption is met or not.

Hypothesis Test for Independent t-Test (2-Sample t-Test)

  1. State the random variables and the parameters in words.
    x1 = random variable 1
    x2 = random variable 2
    μ1 = mean of random variable 1
    μ2= mean of random variable 2
  2. State the null and alternative hypotheses and the level of significance The normal hypotheses would be
    Ho:μ1=μ2 or Ho:μ1μ2=0HA:μ1<μ2HA:μ1μ2<0HA:μ1>μ2HA:μ1μ2>0HA:μ1μ2HA:μ1μ20
    Also, state your α level here.
  3. State and check the assumptions for the hypothesis test
    1. A random sample of size n1 is taken from population 1. A random sample of size n2 is taken from population 2.
    2. The two samples are independent.
    3. Population 1 is normally distributed. Population 2 is normally distributed. Just as before, the t-test is fairly robust to the assumption if the sample size is large. This means that if this assumption isn’t met, but your sample sizes are quite large (over 30), then the results of the t-test are valid.
    4. The population variances are unknown and not assumed to be equal. The old assumption is that the variances are equal. However, this assumption is no longer an assumption that most statisticians use. This is because it isn’t really realistic to assume that the variances are equal. So we will just assume the assumption of the variances being unknown and not assumed to be equal is true, and it will not be checked.
  4. Find the sample statistic, test statistic, and p-value
    Sample Statistic:
    Calculate x1,x2,s1,s2,n1,n2
    Test Statistic:
    Since the assumption that σ12=σ22 isn’t being satisfied, then
    t=(x1x2)(μ1μ2)n1s12+n2s22
    Usually μ1μ2=0, since Ho:μ1μ2=0
    Degrees of freedom: (the Welch–Satterthwaite equation)
    df=(A+B)2A2n11+B2n21
    where A=s12n1 and B=s22n2
    p-value:
    Using the TI-83/84: tcdf(lower limit, upper limit, df) Using R: pt(t, df)
  5. Conclusion
    This is where you write reject Ho or fail to reject Ho. The rule is: if the p-value < α, then reject Ho. If the p-value α, then fail to reject Ho
  6. Interpretation This is where you interpret in real world terms the conclusion to the test. The conclusion for a hypothesis test is that you either have enough evidence to show HA is true, or you do not have enough evidence to show HA is true.

Confidence Interval for the Difference in Means from Two Independent Samples (2 Samp T-Int)

The confidence interval for the difference in means has the same random variables and means and the same assumptions as the hypothesis test for independent samples. If you have already completed the hypothesis test, then you do not need to state them again. If you haven’t completed the hypothesis test, then state the random variables and means and state and check the assumptions before completing the confidence interval step.

  1. Find the sample statistic and confidence interval
    Sample Statistic:
    Calculate Confidence Interval: x1,x2,s1,s2,n1,n2
    The confidence interval estimate of the difference is μ1μ2
    Since the assumption that σ12=σ22 isn’t being satisfied, then
    (x1x2)E<μ1μ2<(x1x2)+E
    where E=tcs12n1+s22n2
    where tc is the critical value with degrees of freedom:
    Degrees of freedom: (the Welch–Satterthwaite equation)
    df=(A+B)2A2n11+B2n21
    where A=s12n1 and B=s22n2
  2. Statistical Interpretation: In general this looks like, “there is a C% chance that (x1x2)E<μ1μ2<(x1x2)+E contains the true mean difference.”
  3. Real World Interpretation: This is where you state what interval contains the true difference in means, though often you state how much more (or less) the first mean is from the second mean.

The critical value is a value from the Student’s t-distribution. Since a confidence interval is found by adding and subtracting a margin of error amount from the difference in sample means, and the interval has a probability of containing the true difference in means, then you can think of this as the statement P((x1x2)E<μ1μ2<(x1x2)+E)=C. To find the critical value you use table A.2 in the Appendix.

How to check the assumptions of two sample t-test and confidence interval:

In order for the t-test or confidence interval to be valid, the assumptions of the test must be true. So whenever you run a t-test or confidence interval, you must make sure the assumptions are true. So you need to check them. Here is how you do this:

  1. For the random sample assumption, describe how you took the two samples. Make sure your sampling technique is random for both samples.
  2. For the independent assumption, describe how they are independent samples.
  3. For the assumption about each population being normally distributed, remember the process of assessing normality from chapter 6. Make sure you assess each sample separately.
  4. You do not need to check the equal variance assumption since it is not being assumed.

If you do assume that the variances are equal, that is σ12=σ22, then the test statistic is:

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

where sp=(n11)s12+(n21)s22(n11)+(n21)

sp = pooled standard deviation

The Degrees of Freedom is: df = n1+n22

The confidence interval if you do assume that σ12=σ22 has been met, is

( x 1 x 2 ) E < μ 1 μ 2 < ( x 1 x 2 ) + E

where E=tcsp1n1+1n2

and sp=(n11)s12+(n21)s22(n11)+(n21)

Degrees of Freedom: df = n1+n22

tc is the critical value where C = 1 - α

To show that the variances are equal, just show that the ratio of your sample variances is not unusual (probability is greater than 0.05). In other words, make sure the following is true.

P(F>s12/s22)0.05( or P(F>s22/s12)0.05 so that the larger variance is in the numerator). This probability is from an F-distribution. To find the probability on the TI-83/84 calculator use Fcdf(s12/s22,1E99,n11,n21). To find the probability on R, use 1pf(s12/s22,n11,n21).

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