Formulae sheet Hypothesis Testing

1. Hypothesis Tests for the Mean

(a) Standard deviation known Z test

X μ
Z 
σ
n
Confidence interval formulae Determining sample size

XZ
σ Z 2 σ2
n n
Finite correction factor = square root { ( N - n ) / (N -1) }
e2
P-value approach to testing

Compare the p-value with 

1. If p-value <  , reject H0
2. If p-value   , do not reject H0

(b) Standard deviation unknown t test

X μ
t n -1 
S
n

Confidence interval formulae

d.f. = n – 1
S
X  t n -1
n
(c) Population proportion

pπ
Z
π (1  π )
n
Confidence interval Estimating sample size

p(1 p)
pZ
n Z2 π (1  π )
n
e2
Hypothesis testing and CI about differences in two means using Z statistic ( population variance unknown )

2 2  X  X   μ  μ2 
σ1 σ 2 Z
1 2 1

σ X1 X 2   2
σ1 σ 2

2

n1 n 2 n1 n 2

Independent samples and population variances unknown and assumed equal

n1  1S12  n 2  1S2 2

S2p 
(n1  1)  (n 2  1) t
 X  X   μ
1 2 1  μ2 
1 1 
S2p   
 n1 n 2 
 
2 2
σ σ
X1  X 2  Z 1  2
n1 n 2
Where t has (n1 + n2 – 2) d.f.,

Confidence Interval

X  X   t
1 2 n1  n 2 - 2
1 1 
S2p   
 n1 n 2 
Independent samples and population variances unknown and assumed unequal

t
 X  X   μ
1 2 1  μ2 
2 2
S S
 1 2
n1 n 2
Statistical Inference for two related populations

D  μD
n

Z D i
σD D i 1
n
n
μD = hypothesized mean difference
σD = population standard dev. of differences
n = the sample size (number of pairs)

confidence interval for μD

σD
DZ
n
Standard deviation unknown σD Known

D  μD
n

 (D i  D) 2 t D  t n 1
SD
SD  i 1 SD
n 1 n
n
Two population proportions

Z
 p1  p 2    π1  π 2  X1  X 2 X X
p , p1  1 , p 2  2
1 1  n1  n 2 n1 n2
p (1  p)   
 n1 n 2 

p1 (1  p1 ) p 2 (1  p 2 )
 p1  p2   Z 
n1 n2

Hypothesis Tests for Variances

S12
F 2
S2

Non Parametric

Chi-square test statistic

( fo  fe )2 row total  column total
  
2
fe 
all cells fe n
fo = observed frequency in a particular cell of the r x c table
fe = expected frequency in a particular cell if H0 is true
2 for the r x c case has (r-1)(c-1) degrees of freedom

If 2 > 2U, reject H0, otherwise, do not reject H0

Runs Test

Number of sample member possessing the first characteristic: n1

Number of sample members possessing the second characteristic: n2
n = n1 + n2
If both n1 and n2 are <= 20, the small sample runs test is appropriate

2 n1 n2 (2 n1 n2  n1  n2)
Z 
R   
 
2 n1 n2
1
(n1 n2)
R R 2

 R
 (n1  n2  1) R
n n
1 2

Mann-Whitney U Test

If either n1 or n2 is greater than 10, the large sample procedure is appropriate.

U   n n  1
W 1
nn 1 2
1 1

2   n n 1 2
U 2
where :
n  n n  n  1
n 1
 number in group 1
 U
 1 2 1
12
2

 number in group 2
n 2

 sum or the ranks of Z 

U   U
W 1
 U
values in group 1

Wilcoxon Matched-Pairs Signed Rank Test

If n > 15, T is approximately normally distributed, and a Z test is used. If n <= 15, a special “small sample” procedure is followed. The paired data are randomly
selected. The underlying distributions are symmetrical.

n n  1
 T

4
nn  12n  1
 T

24

Z 
T  T

 T

where : n = number of pairs

T = total ranks for either + or - difference s, whichever is less

Kruskal-Wallis Test

12  C T j 
2

K   3n  1
nn  1  j 1 n j 
 
where : C = number of groups
n = total number of items
Friedman Test
T j
 total of ranks in a group
n j = number of items in a group
K  χ 2 , with df = C - 1
Friedman Test
Spearman’s Rank Correlation

 6 d
C 2
12

2
  3b(C  1)
2

bC (C  1) j 1 R j
r
r s
 1

n n 1
2

where : C  number of treatment levels (columns) where : n = number of pairs being correlated
b = number of blocks (rows) d = the difference in the ranks of each pair
R j = total ranks for a particular treatment level
j = particular treatment level

 
2 2
 , with df = C - 1
r

Sample Covariance Co-efficient of Correlation

 ( X i  X )(Yi  Y )
n n

r
cov (X , Y)  (Xi  X) 2  (Y  Y)
i
2

cov ( X , Y )  i 1
SX SY SX  i 1
SY  i 1

n 1 n 1 n 1

Regression Model

SST  SSR  SSE

SSR regression sum of squares
r2  
SST   (Yi  Y ) 2
SSR   (Yˆi  Y ) 2 SSE   (Yi  Yˆi ) 2 SST total sum of squares

0  r2  1
n

SSE  (Y  Yˆ )
i i
2

SYX   i 1
n2 n2

SSR
S SYX MSR  MSR
Sb1  YX  b1  β1 d.f.  n  2 k F
t
SSX  (X i  X )2 Sb1 MSE 
SSE MSE

b1  tn 2Sb1 n  k 1

ANOVA – F Test Statistic

MSA is mean squares among groups. MSW is mean squares within groups. Degrees of freedom df1 = c – 1 (c = number of groups). df2 = n – c (n = sum of
sample sizes from all populations)

MSA
F
MSW

Tukey-Kramer Procedure

MSW  1 1 
Critical Range  Q U 
2  n j n j' 
QU = Value from Studentized Range Distribution with c and n - c degrees of freedom for the desired level of alpha MSW = Mean Square Within nj and nj’ =
Sample sizes from groups j and j’