ENVE-GEOE 224 - 25 - Hypothesis Testing III - Two Means & Paired Comparison - Handout

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Oct 30, 2023

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2021-03-28 1 ENVE/GEOE 224: Probability & Statistics Hypothesis Testing III – Two Means & Paired Comparison Prof. Philip J. Schmidt Department of Civil & Environmental Engineering, University of Waterloo Winter 2021 Learning Objectives Learn about hypothesis tests and which to use Tests on the difference between two means (variances known) Tests on the difference between two means (variances unknown and equal) Tests on the difference between two means (variances unknown and unequal) Tests on the mean difference in a paired comparison 2 of 12 ENVE/GEOE 224 (W2021) – P. Schmidt 1 2
2021-03-28 2 Tests On the Difference Between Two Means ( 𝜎 and 𝜎 Known, Data Normal or 𝑛 ≥ 30 and 𝑛 ≥ 30 ) 3 of 12 Test statistic: 𝑍 = ି௑ ିఋ ାఙ Critical Regions for Testing 𝐻 : 𝜇 − 𝜇 = 𝛿 𝐻 Reject 𝐻 if: 𝜇 − 𝜇 < 𝛿 𝑧 < −𝑧 𝜇 − 𝜇 > 𝛿 𝑧 > 𝑧 𝜇 − 𝜇 ≠ 𝛿 𝑧 < −𝑧 ఈ ଶ or 𝑧 > 𝑧 ఈ ଶ ENVE/GEOE 224 (W2021) – P. Schmidt Tests On the Difference Between Two Means ( 𝜎 and 𝜎 Unknown and Equal, Data Normal) 4 of 12 Test statistic: 𝑇 = ି௑ ିఋ ିଵ ௌ ିଵ ௌ ା௡ ିଶ ା௡ Degrees of Freedom: 𝜈 = 𝑛 + 𝑛 − 2 Critical Regions for Testing 𝐻 : 𝜇 − 𝜇 = 𝛿 𝐻 Reject 𝐻 if: 𝜇 − 𝜇 < 𝛿 𝑡 < −𝑡 ఈ, ఔ 𝜇 − 𝜇 > 𝛿 𝑡 > 𝑡 ఈ, ఔ 𝜇 − 𝜇 ≠ 𝛿 𝑡 < −𝑡 , ఔ or 𝑡 > 𝑡 , ఔ ENVE/GEOE 224 (W2021) – P. Schmidt 3 4
2021-03-28 3 Tests On the Difference Between Two Means ( 𝜎 and 𝜎 Unknown and Unequal, Data Normal) 5 of 12 Test statistic: 𝑇 = ି௑ ିఋ ାௌ Degrees of Freedom: 𝜈 = ାௌ ିଵ ିଵ Critical Regions for Testing 𝐻 : 𝜇 − 𝜇 = 𝛿 𝐻 Reject 𝐻 if: 𝜇 − 𝜇 < 𝛿 𝑡 < −𝑡 ఈ, ఔ 𝜇 − 𝜇 > 𝛿 𝑡 > 𝑡 ఈ, ఔ 𝜇 − 𝜇 ≠ 𝛿 𝑡 < −𝑡 , ఔ or 𝑡 > 𝑡 , ఔ ENVE/GEOE 224 (W2021) – P. Schmidt Tests On the Difference in a Paired Comparison ( 𝜎 Unknown and Differences Normal) 6 of 12 Test statistic: 𝑇 = ିௗ Critical Regions for Testing 𝐻 : 𝜇 = 𝑑 𝐻 Reject 𝐻 if: 𝜇 < 𝑑 𝑡 < −𝑡 ఈ, ௡ିଵ 𝜇 > 𝑑 𝑡 > 𝑡 ఈ, ௡ିଵ 𝜇 ≠ 𝑑 𝑡 < −𝑡 , ௡ିଵ or 𝑡 > 𝑡 , ௡ିଵ ENVE/GEOE 224 (W2021) – P. Schmidt 5 6
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2021-03-28 4 12 independent random samples of each of two alloys were obtained to compare their strengths. Alloy A had a mean strength of 31,400 kN/m 2 with a coefficient of variation of 23%; the corresponding values for Alloy B were 27,100 kN/m 2 and 12%. Do the mean alloy strengths differ at the 1% significance level? Example 5.4 (Revisited) 7 of 12 ENVE/GEOE 224 (W2021) – P. Schmidt Example 5.4 (Revisited) 8 of 12 ENVE/GEOE 224 (W2021) – P. Schmidt m 1 m 2 = 0 𝑿 𝟏 − 𝑿 𝟐 t calc t crit 0 1.881 2.947 T t crit 7 8
2021-03-28 5 A taxi company manager is trying to decide whether the use of radial tires instead of regular belted tires improves fuel economy. Twelve cars were equipped with radial tires and driven over a prescribed test course. Without changing drivers, the same cars were then equipped with regular belted tires and driven once again over the test course. The gasoline consumption, in kilometers per liter, was recorded as follows: 1 2 3 4 5 6 7 8 9 10 11 12 Radial Tires 4.2 4.7 6.6 7.0 6.7 4.5 5.7 6.0 7.4 4.9 6.1 5.2 Belted Tires 4.1 4.9 6.2 6.9 6.8 4.4 5.7 5.8 6.9 4.7 6.0 4.9 d = X R X B 0.1 -0.2 0.4 0.1 -0.1 0.1 0.0 0.2 0.5 0.2 0.1 0.3 Can we conclude, using a P-value, that cars equipped with radial tires give better fuel economy than those equipped with belted tires? Example 5.5 9 of 12 ENVE/GEOE 224 (W2021) – P. Schmidt Example 5.5 10 of 12 𝑫 m D = 0 t crit = t 0.05,11 t calc 0 1.796 2.485 T ENVE/GEOE 224 (W2021) – P. Schmidt 9 10
2021-03-28 6 In Example 5.5, pairing controlled for variability between drivers and cars so that the remaining variability was principally attributable to the change of tires. It is generally not possible to have a perfectly paired experiment. In this case, a portion of the observed effect may be due to differences in driver experience, condition of the car (e.g. warm engine), weather, etc. between the first drive and the second drive. Note that the belted tires were consistently tested after the radial tires. These effects can be largely eliminated by using randomized orders in which the two types of tires are tested within each pair. It may also be appropriate to run a blinded experiment in which the driver does not know which type of tires is on the car if it is plausible that such knowledge may affect the outcome. Clinical trials of new drugs (and vaccines!) are usually randomized and blinded. Notes on Experimental Design 11 of 12 ENVE/GEOE 224 (W2021) – P. Schmidt Online Lecture In this week’s online lecture, we will do another example of an F test and a t test involving the difference between two means We will also analyze some weather data using both paired and unpaired approaches 12 of 12 ENVE/GEOE 224 (W2021) – P. Schmidt 11 12
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