Chapter 1 Two Sample t-Test
The two-sample t-test is by far the most powerful test when the assumptions are met for comparing means between two samples. Assumptions:
- Random sample from each population
- Both samples are independent
- Both population distributions are normal
- Both population variances are equal
Note: By the Central Limit Theorem, we can assume that the sample means will start looking normal at large sample sizes (\(n \geq 40\)).
How It Works
Do we know the population variance \(\sigma^2\)? - If so, we’ll use the \(z\) distribution: \(z\sim N(0,1)\) - Otherwise, we’ll use the \(t\) distribution, \(t\sim t(df)\), where \(df\) is the minimum of the two sample sizes - 1.