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Two Sample Tests and Confidence Intervals in Rweb (Stat 3011)

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Large-Sample Procedures for Means

R has no simple procedure for doing "large sample" procedures for means. The reason is that when using a computer, you might as well use the "small sample" procedure. Just ignore the n > 30 rule and use the t distribution for all procedures. It will do almost the same thing for large n and be more conservative to boot. Hence, to do things the easy way, go to the small sample section.

If for some reason you want the "large sample" procedure, perhaps to get the answer in the back of the book for a homework problem, you can use Rweb as a calculator and for the "normal table look-up" with Rweb's pnorm and qnorm functions. We won't give a detailed explanation. It's analogous to one-sample procedures; see the explanation for them.

Small-Sample Procedures for Means (Independent Samples)

For this section, we will use the data set for Problem 10.20 in Devore and Peck

     http://superior.stat.umn.edu/~charlie/3011/ex1020.dat

Rweb has a function t.test that does t tests and confidence intervals.

Confidence Intervals

Type the URL above in the data URL window and submit

     t.test(x, y)
and Rweb returns, among other things, the 95% confidence interval (-142.9985, 118.9985).

This agrees more or less with the MINITAB output shown in the book. The agreement is not exact, even allowing for rounding, MINITAB must be doing something wrong. Apparently, the difference is that Rweb is using the non-integer degrees of freedom defined by the formula in the box on page 364 in Devore and Peck, which we can calculate using Rweb by

     nx <- length(x)
     ny <- length(y)
     vx <- var(x)
     vy <- var(y)
     df <- (vx + vy)^2 / (vx^2 / (nx - 1) + vy^2 / (ny - 1))
getting 13.95066. MINITAB apparently follows the advice given in the book to round down to the nearest integer, which is wrong (even silly) when using a computer! The computer happily handles non-integer degrees of freedom. The Rweb look-up of the t critical value is
     - qt(0.025, 13.95066)
giving 2.145499. If you round the degrees of freedom down to 13, you get 2.160369. That's apparently what MINITAB used.

You use optional arguments described in the on-line help to get other confidence levels or do other procedures.

For example, you use

     t.test(x, y, var.equal=TRUE)
136a137,139 to do the so-called "pooled t test, which assumes equal population variances (sigma sub 1 squared equals sigma sub 2 squared). Since there is rarely, if ever, any reason to believe this assumption. This procedure should, rarely, if ever, be used. (Never say "never", but if there is a "never" anywhere in statistics, this is it.)

Hypothesis Tests

We'll use the same data to illustrate hypothesis tests. In fact Problem 10.20 in Devore and Peck asks for a test of whether there is a "significance difference" in population means, that is, the hypotheses are

Null Hypothesis : mu sub 1 equals mu sub 2
Alternative Hypothesis : mu sub 1 not equal to mu sub 2
This is a two-tailed test, and that is what Rweb does by default. So the same statement that does the 95% confidence interval also does the test.
     t.test(x, y)
In the output of this function, you find P = 0.847 for the P-value of the test (nowhere near "statistically significant").

As always, optional arguments described in the on-line help are used to do one-tailed tests or test other hypotheses.

Small-Sample Procedures for Means (Paired Samples)

The Rweb function t.test does this kind of t test and confidence intervals too.

For this section, we will use the data set for Problem 10.38 in Devore and Peck

     http://superior.stat.umn.edu/~charlie/3011/ex1038.dat

Type the URL above in the data URL window and submit

     t.test(x, y, paired=TRUE)
and Rweb returns, the 95% confidence interval (1.897882, 5.352118) for the difference of population means and the P-value for the two-tailed test of equality of population means, P = 0.001632.

This isn't, however, the question this problem asks. The book actually asks for a test of whether "the mean number of words recalled after 1 hr exceeds the mean recall after 24 hr by more than 3", that is, we want to test the hypotheses

Null Hypothesis : mu sub 1 minus mu sub 2 equals 3
Alternative Hypothesis : mu sub 1 minus mu sub 2 greater than 3
Perusal of the on-line help shows that we want to use the optional argument mu to specify the hypothesized value of mu sub 1 minus mu sub 2 and the optional argument alternative to specify which alternative. So the Rweb code to do this problem is
     t.test(x, y, paired=TRUE, mu=3, alternative="greater")
which gives P = 0.2102 for the P-value of the test (the one-tailed test of whether mu sub 1 minus mu sub 2 = 3), which is nowhere near "statistically significant."

Large-Sample Procedures for Proportions

As for the t-test, there is an Rweb function prop.test that does large sample tests and confidence intervals for proportions.

For this section, we will use the data set for Example 10.12 in Devore and Peck.

For a confidence interval example we will use Example 8.8 in Devore and Peck. The problem data are

statistic sample 1 sample 2
x 463 405
n 615 585
Perusal of the on-line help for the prop.test function shows that we want to make the x and n arguments vectors, each being a row of the table above.

Thus the Rweb code is

     prop.test(c(463, 405), c(615, 585))
Rweb gives both a 95% confidence interval (0.008263403, 0.112812269) for the difference of population proportions and the

-value for the two-tailed test of equality of population proportions

= 0.02269. (The latter agrees with the number given in the book.)