pengujian hipotesis beda nilai tengah pertemuan 20 matakuliah: i0134/metode statistika tahun: 2007
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Pengujian Hipotesis Beda Nilai Tengah Pertemuan 20
Matakuliah : I0134/Metode StatistikaTahun : 2007
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Bina Nusantara
Basic Business Statistics(9th Edition)
Chapter 10Two Sample Tests with Numerical
Data
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Chapter Topics
• Comparing Two Independent Samples– Independent samples Z test for the difference in two
means
– Pooled-variance t test for the difference in two means
• F Test for the Difference in Two Variances
• Comparing Two Related Samples– Paired-sample Z test for the mean difference
– Paired-sample t test for the mean difference
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Chapter Topics• Wilcoxon Rank Sum Test
– Difference in two medians
• Wilcoxon Signed Ranks Test– Median difference
(continued)
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Comparing Two Independent Samples
• Different Data Sources– Unrelated
– Independent• Sample selected from one population has no effect or
bearing on the sample selected from the other population
• Use the Difference between 2 Sample Means
• Use Z Test or Pooled-Variance t Test
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Independent Sample Z Test (Variances Known)
• Assumptions– Samples are randomly and independently drawn from
normal distributions
– Population variances are known
• Test Statistic– 1 2 1
2 2
1 2
( ) ( )X XZ
n n
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Independent Sample (Two Sample) Z Test in Excel
• Independent Sample Z Test with Variances Known– Tools | Data Analysis | Z test: Two Sample for Means
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Pooled-Variance t Test (Variances Unknown)
• Assumptions– Both populations are normally distributed
– Samples are randomly and independently drawn
– Population variances are unknown but assumed equal
– If both populations are not normal, need large sample sizes
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Developing the Pooled-Variance t Test
• Setting Up the Hypotheses
H0: 1 2
H1: 1 > 2
H0: 1 -2 = 0
H1: 1 - 2
0
H0: 1 = 2
H1: 1 2
H0: 1
2
H0: 1 - 2 0
H1: 1 - 2 > 0
H0: 1 - 2
H1: 1 -
2 < 0
OR
OR
OR Left Tail
Right Tail
Two Tail
H1: 1 < 2
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Developing the Pooled-Variance t Test
• Calculate the Pooled Sample Variance as an Estimate of the Common Population Variance
(continued)
2 22 1 1 2 2
1 2
21
21 2
22
( 1) ( 1)
( 1) ( 1)
: Pooled sample variance : Size of sample 1
: Variance of sample 1 : Size of sample 2
: Variance of sample 2
p
p
n S n SS
n n
S n
S n
S
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Developing the Pooled-Variance t Test
• Compute the Sample Statistic
(continued)
1 2 1 2
2
1 2
2 21 1 2 22
1 2
1 1
1 1
1 1
p
p
X Xt
Sn n
n S n SS
n n
Hypothesized
difference1 2 2df n n
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Pooled-Variance t Test: Example
© 1984-1994 T/Maker Co.
You’re a financial analyst for Charles Schwab. Is there a difference in average dividend yield between stocks listed on the NYSE & NASDAQ? You collect the following data:
NYSE NASDAQNumber 21 25Sample Mean 3.27 2.53Sample Std Dev 1.30 1.16
Assuming equal variances, isthere a difference in average yield (= 0.05)?
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Calculating the Test Statistic
1 2 1 2
2
1 2
2 21 1 2 22
1 2
2 2
3.27 2.53 02.03
1 11 1 1.51021 25
1 1
1 1
21 1 1.30 25 1 1.16 1.502
21 1 25 1
p
p
X Xt
Sn n
n S n SS
n n
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SolutionH0: 1 - 2 = 0 i.e. (1 = 2)
H1: 1 - 2 0 i.e. (12)
= 0.05
df = 21 + 25 - 2 = 44
Critical Value(s):
Test Statistic:
Decision:
Conclusion:
Reject at = 0.05.
There is evidence of a difference in means.
t0 2.0154-2.0154
.025
Reject H0 Reject H0
.025
2.03
3.27 2.532.03
1 11.502
21 25
t
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p -Value Solution
p-Value 2
(p-Value is between .02 and .05) ( = 0.05) Reject.
02.03
Z
Reject
2.0154
is between .01 and .025
Test Statistic 2.03 is in the Reject Region
Reject
-2.0154
=.025
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Pooled-Variance t Test in PHStat and Excel
• If the Raw Data are Available:– Tools | Data Analysis | t Test: Two-Sample Assuming
Equal Variances
• If Only Summary Statistics are Available:– PHStat | Two-Sample Tests | t Test for Differences in Two
Means...
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Solution in Excel• Excel Workbook that Performs the Pooled-
Variance t Test
Microsoft Excel Worksheet
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Example
© 1984-1994 T/Maker Co.
You’re a financial analyst for Charles Schwab. You collect the following data:
NYSE NASDAQNumber 21 25Sample Mean 3.27 2.53Sample Std Dev 1.30 1.16
You want to construct a 95% confidence interval for the difference in population average yields of the stocks listed on NYSE and NASDAQ.
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Example: Solution
1 2
21 2 / 2, 2
1 2
1 1n n pX X t S
n n
1 13.27 2.53 2.0154 1.502
21 25
1 20.0088 1.4712
2 21 1 2 22
1 2
2 2
1 1
1 1
21 1 1.30 25 1 1.16 1.502
21 1 25 1
p
n S n SS
n n
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Solution in Excel• An Excel Spreadsheet with the Solution:
Microsoft Excel Worksheet
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F Test for Difference in Two Population Variances
• Test for the Difference in 2 Independent Populations
• Parametric Test Procedure
• Assumptions– Both populations are normally distributed
• Test is not robust to this violation
– Samples are randomly and independently drawn
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The F Test Statistic
= Variance of Sample 1
n1 - 1 = degrees of freedom
n2 - 1 = degrees of freedom
F 0
21S
22S = Variance of Sample 2
2122
SF
S