Sesi 5 TWO SAMPLE TEST Levine - Smume7 - ch10

Statistics for Managers Using
Microsoft Excel
7th Edition
Chapter 10
Two-Sample Tests
Statistics for Managers Using Microsoft Excel® 7e Copyright ©2014 Pearson Education, Inc. Chap 10-1
Learning Objectives
In this chapter, you learn:
 How to use hypothesis testing for comparing the
difference between
 The means of two independent populations
 The means of two related populations
 The proportions of two independent populations
 The variances of two independent populations
Statistics for Managers Using Microsoft Excel® 7e Copyright ©2014 Pearson Education, Inc.
Chap 10-2
Two-Sample Tests
DCOVA
Two-Sample Tests
Population Population
Means, Means, Population Population
Independent Related Proportions Variances
Samples Samples
Examples:
Group 1 vs. Same group Proportion 1 vs. Variance 1 vs.
Group 2 before vs. after Proportion 2 Variance 2
treatment
Chap 10-3
Difference Between Two Means
DCOVA
Population means, Goal: Test hypothesis or form

independent
samples
* a confidence interval for the
difference between two
population means, μ1 – μ2
σ1 and σ2 unknown,
assumed equal The point estimate for the
difference is
X1 – X2
not assumed equal
Chap 10-4
Difference Between Two Means:
Independent Samples DCOVA
 Different data sources
Population means,  Unrelated
independent
samples
*  Independent
 Sample selected from one
population has no effect on the
sample selected from the other
population
Use Sp to estimate unknown

σ1 and σ2 unknown, σ. Use a Pooled-Variance t
assumed equal test.
σ1 and σ2 unknown, Use S1 and S2 to estimate

not assumed equal unknown σ1 and σ2. Use a
Separate-variance t test
Hypothesis Tests for
Two Population Means DCOVA
Two Population Means, Independent Samples
Lower-tail test: Upper-tail test: Two-tail test:
H0: μ1  μ2 H0: μ1 ≤ μ2 H0: μ1 = μ2

H1: μ1 < μ2 H1: μ1 > μ2 H1: μ1 ≠ μ2
i.e., i.e., i.e.,
H0: μ1 – μ2  0 H0: μ1 – μ2 ≤ 0 H0: μ1 – μ2 = 0
H1: μ1 – μ2 < 0 H1: μ1 – μ2 > 0 H1: μ1 – μ2 ≠ 0
Chap 10-6
Hypothesis tests for μ1 – μ2
DCOVA
Two Population Means, Independent Samples
H0: μ1 – μ2  0 H0: μ1 – μ2 ≤ 0 H0: μ1 – μ2 = 0
H1: μ1 – μ2 < 0 H1: μ1 – μ2 > 0 H1: μ1 – μ2 ≠ 0
a a a/2 a/2
-ta ta -ta/2 ta/2

Reject H0 if tSTAT < -ta Reject H0 if tSTAT > ta Reject H0 if tSTAT < -ta/2
or tSTAT > ta/2
Chap 10-7
Hypothesis tests for µ1 - µ2 with σ1
and σ2 unknown and assumed equal
DCOVA
Population means, Assumptions:

independent
 Samples are randomly and
samples
independently drawn
 Populations are normally

assumed equal
* distributed or both sample
sizes are at least 30
 Population variances are

unknown but assumed equal
not assumed equal
Chap 10-8
(continued)
DCOVA
• The pooled variance is:
Population means,
independent n
S2  1
 1S1
2
 n 2  1S 2
2
(n1  1)  (n2  1)
p
samples
• The test statistic is:

assumed equal
*  X1  X 2    μ 1  μ 2 
t STAT 
2  1 1 

Sp  
 n1 n 2 
not assumed equal • Where tSTAT has d.f. = (n1 + n2 – 2)
Chap 10-9
Confidence interval for µ1 - µ2 with σ1
DCOVA
Population means,
independent
samples
The confidence interval for
μ1 – μ2 is:
assumed equal
*
 X1  X 2   tα/2 2 
Sp 
1

1 


 n1 n 2 
σ1 and σ2 unknown, Where tα/2 has d.f. = n1 + n2 – 2

not assumed equal
Chap 10-10
Pooled-Variance t Test Example
DCOVA
You are a financial analyst for a brokerage firm. Is there
a difference in dividend yield between stocks listed on the
NYSE & NASDAQ? You collect the following data:
NYSE NASDAQ
Number 21 25
Sample mean 3.27 2.53
Sample std dev 1.30 1.16
Assuming both populations are

approximately normal with
equal variances, is
there a difference in mean
yield (a = 0.05)?
Chap 10-11
Pooled-Variance t Test Example:
Calculating the Test Statistic
(continued)
H0: μ1 - μ2 = 0 i.e. (μ1 = μ2) DCOVA
H1: μ1 - μ2 ≠ 0 i.e. (μ1 ≠ μ2)
The test statistic is:
t
X1  X 2   μ1  μ 2 

3.27  2.53  0  2.040
2  1 1 

1
1.5021   
1 
Sp   
 n1 n 2   21 25 
S 
2 n1  1S1
2
 n 2  1S 2
2

21  11.30 2  25  11.16 2
 1.5021
(n1  1)  (n2  1) (21 - 1)  (25  1)
p
Chap 10-12
Hypothesis Test Solution
DCOVA
Reject H0 Reject H0
H0: μ1 - μ2 = 0 i.e. (μ1 = μ2)
H1: μ1 - μ2 ≠ 0 i.e. (μ1 ≠ μ2)
a = 0.05 .025 .025
df = 21 + 25 - 2 = 44 -2.0154 0 2.0154 t
Critical Values: t = ± 2.0154
2.040
Test Statistic: Decision:
3.27  2.53
t  2.040 Reject H0 at a = 0.05
 1 1 
1.5021    Conclusion:
 21 25  There is evidence of a
difference in means.
Chap 10-13
Confidence Interval for µ1 - µ2
DCOVA
Since we rejected H0 can we be 95% confident that µNYSE
> µNASDAQ?
95% Confidence Interval for µNYSE - µNASDAQ
X  X   t
1 2 a/2
1
2
p
1 
S     0.74  2.0154  0.3628  (0.009, 1.471)

 n1 n 2 
Since 0 is less than the entire interval, we can be 95%

confident that µNYSE > µNASDAQ
Chap 10-14
and σ2 unknown, not assumed equal
DCOVA
Population means, Assumptions:
independent
 Samples are randomly and
samples
independently drawn
σ1 and σ2 unknown,  Populations are normally

assumed equal distributed or both sample
sizes are at least 30
 Population variances are

unknown and cannot be
not assumed equal
* assumed to be equal
Chap 10-15
Hypothesis tests for µ1 - µ2 with σ1 and
σ2 unknown and not assumed equal
(continued)
DCOVA
Population means,
independent
t STAT 
 X 1 
 X 2   μ1  μ 2 
samples
S12 S 22

n1 n 2
assumed equal tSTAT has d.f. ν =
2
 S1 2 S 2 2 
 
n  n 
  2
1 2 
2
 S1 2   S22 
not assumed equal
* 
n 
n1  1
 
n 
 1   2 
n2  1

Chap 10-16
Separate-Variance t Test Example
DCOVA
You are a financial analyst for a brokerage firm. Is there
a difference in dividend yield between stocks listed on the
NYSE & NASDAQ? You collect the following data:
NYSE NASDAQ
Number 21 25
Sample mean 3.27 2.53
Sample std dev 1.30 1.16
Assuming both populations are

approximately normal with
unequal variances, is
there a difference in mean
yield (a = 0.05)?
Chap 10-17
Separate-Variance t Test Example:
Calculating the Test Statistic
(continued)
H0: μ1 - μ2 = 0 i.e. (μ1 = μ2) DCOVA
H1: μ1 - μ2 ≠ 0 i.e. (μ1 ≠ μ2)
t
X 1 
 X 2  μ1  μ 2 

3.27  2.53  0  2.019
 S12 S 22   1.302 1.162 
     
 n1 n 2   21 25 
2
 S1 2 S 2 2 
2
   1.30 2
1.16 2

n   
 21  
n Use degrees of
  2
2   25 
  40.57
1
 S1 
2
 S2 2 2
 1.30 2 2
 1.16  2 2 freedom = 40
       
n  n   21   25 
 1   2 
n1  1 n2  1 20 24
Separate-Variance t Test Example:
Hypothesis Test Solution
DCOVA
Reject H0 Reject H0
H0: μ1 - μ2 = 0 i.e. (μ1 = μ2)
H1: μ1 - μ2 ≠ 0 i.e. (μ1 ≠ μ2)
a = 0.05 .025 .025
df = 40 -2.021 0 2.021 t
Critical Values: t = ± 2.021
2.019
Decision:
Test Statistic:
Fail To Reject H0 at a
= 0.05
t  2.019 Conclusion:
There is no evidence of
a difference in means.
Chap 10-19
Related Populations
The Paired Difference Test
DCOVA
Tests Means of 2 Related Populations
Related  Paired or matched samples
samples  Repeated measures (before/after)
 Use difference between paired values:
Di = X1i - X2i
 Eliminates Variation Among Subjects
 Assumptions:
 Both Populations Are Normally Distributed
 Or, if not Normal, use large samples
Chap 10-20
Related Populations
The Paired Difference Test DCOVA
(continued)
The ith paired difference is Di , where
Related Di = X1i - X2i
samples
n
The point estimate for the
paired difference
D i
population mean μD is D :
D  i 1
n
n
The sample standard  i
(D  D ) 2
deviation is SD SD  i1
n 1
n is the number of pairs in the paired sample
Chap 10-21
The Paired Difference Test:
Finding tSTAT
DCOVA
 The test statistic for μD is:

Paired
samples
D  μD
t STAT 
SD
n
 Where tSTAT has n - 1 d.f.
Chap 10-22
The Paired Difference Test:
Possible Hypotheses DCOVA
Paired Samples
H0: μD  0 H0: μD ≤ 0 H0: μD = 0

H1: μD < 0 H1: μD > 0 H1: μD ≠ 0
a a a/2 a/2
-ta ta -ta/2 ta/2

Reject H0 if tSTAT < -ta Reject H0 if tSTAT > ta Reject H0 if tSTAT < -ta/2
or tSTAT > ta/2
Where tSTAT has n - 1 d.f.
Chap 10-23
The Paired Difference
Confidence Interval
DCOVA
Paired The confidence interval for μD is

samples
SD
D  ta / 2
n
n
 (D  D)
i
2
where SD  i1
n 1
Chap 10-24
Paired Difference Test:
Example DCOVA
 Assume you send your salespeople to a “customer
service” training workshop. Has the training made a
difference in the number of complaints? You collect
the following data:
Number of Complaints: (2) - (1)  Di
Salesperson Before (1) After (2) Difference, Di D = n
C.B. 6 4 - 2 = -4.2
T.F. 20 6 -14
M.H. 3 2 - 1
R.K. 0 0 0
SD 
 i
(D  D ) 2
M.O. 4 0 - 4
n 1
-21
 5.67
Chap 10-25
Paired Difference Test:
Solution DCOVA
 Has the training made a difference in the number of

complaints (at the 0.01 level)?
Reject Reject
H0: μD = 0
H1: μD  0
a/2 a/2
a = .01 D = - 4.2 - 4.604 4.604
- 1.66
t0.005 = ± 4.604
d.f. = n - 1 = 4
Decision: Do not reject H0
(tstat is not in the reject region)
Test Statistic:
Conclusion: There is not a
D  μ D  4.2  0
t STAT    1.66 significant change in the
SD / n 5.67/ 5 number of complaints.
Chap 10-26
Two Population Proportions
DCOVA
Goal: test a hypothesis or form a
Population confidence interval for the difference
proportions between two population proportions,
π1 – π2
Assumptions:
n1 π1  5 , n1(1- π1)  5
n2 π2  5 , n2(1- π2)  5
The point estimate for

the difference is
p1  p2
Chap 10-27
DCOVA
In the null hypothesis we assume the
null hypothesis is true, so we assume π1
Population
= π2 and pool the two sample estimates
proportions
The pooled estimate for the
overall proportion is:
X1  X 2
p
n1  n2
where X1 and X2 are the number of items of
interest in samples 1 and 2
Chap 10-28
(continued)
The test statistic for DCOVA

Population π1 – π2 is a Z statistic:
proportions
ZSTAT 
 p1  p 2    π1  π2 
1 1
p (1  p)   
 n1 n 2 
X1  X2 X X
where p , p1  1 , p 2  2
n1  n2 n1 n2
Chap 10-29
DCOVA
Population proportions
H0: π1  π2 H0: π1 ≤ π2 H0: π1 = π2

H1: π1 < π2 H1: π1 > π2 H1: π1 ≠ π2
i.e., i.e., i.e.,
H0: π1 – π2  0 H0: π1 – π2 ≤ 0 H0: π1 – π2 = 0
H1: π1 – π2 < 0 H1: π1 – π2 > 0 H1: π1 – π2 ≠ 0
Chap 10-30
(continued)
Population proportions DCOVA
H0: π1 – π2  0 H0: π1 – π2 ≤ 0 H0: π1 – π2 = 0
H1: π1 – π2 < 0 H1: π1 – π2 > 0 H1: π1 – π2 ≠ 0
a a a/2 a/2
-za za -za/2 za/2

Reject H0 if ZSTAT < -Za Reject H0 if ZSTAT > Za Reject H0 if ZSTAT < -Za/2
or ZSTAT > Za/2
Chap 10-31
Hypothesis Test Example:
Two population Proportions
DCOVA
Is there a significant difference between the
proportion of men and the proportion of
women who will vote Yes on Proposition A?
 In a random sample, 36 of 72 men and 35 of

50 women indicated they would vote Yes
 Test at the .05 level of significance
Chap 10-32
(continued)
DCOVA
 The hypothesis test is:
H0: π1 – π2 = 0 (the two proportions are equal)
H1: π1 – π2 ≠ 0 (there is a significant difference between proportions)
 The sample proportions are:

 Men: p1 = 36/72 = 0.50
 Women: p2 = 35/50 = 0.70
 The pooled estimate for the overall proportion is:

X1  X 2 36  35 71
p    .582
n1  n 2 72  50 122
Chap 10-33
DCOVA
(continued)
Reject H0 Reject H0
The test statistic for π1 – π2 is:

.025 .025
z STAT 
 p1  p 2     1   2 
1 1 
p (1  p)    -1.96 1.96
 n1 n 2  -2.20

 .50  .70   0   2.20
 1 1  Decision: Do not reject H0
.582 (1  .582)   
 72 50 
Conclusion: There is not
significant evidence of a
Critical Values = ±1.96
For a = .05 difference in proportions
who will vote yes between
men and women.
Confidence Interval for
DCOVA
Population The confidence interval for

proportions
π1 – π2 is:
p1 (1  p1 ) p 2 (1  p 2 )
 p1  p2   Za/2 
n1 n2
Chap 10-35
Testing for the Ratio Of Two
Population Variances DCOVA
Hypotheses FSTAT
Tests for Two
Population
* H0: σ12 = σ22
H1: σ12 ≠ σ22
Variances S12 / S22
H0: σ12 ≤ σ22
H1: σ12 > σ22
F test statistic
Where:
S12 = Variance of sample 1 (the larger sample variance)
n1 = sample size of sample 1
S22 = Variance of sample 2 (the smaller sample variance)
n2 = sample size of sample 2
n1 –1 = numerator degrees of freedom
n2 – 1 = denominator degrees of freedom
Chap 10-36
The F Distribution
DCOVA
 The F critical value is found from the F table
 There are two degrees of freedom required: numerator
and denominator
 The larger sample variance is always the numerator
2
S
 When FSTAT  1
2
df1 = n1 – 1 ; df2 = n2 – 1
S 2
 In the F table,
 numerator degrees of freedom determine the column
 denominator degrees of freedom determine the row
Chap 10-37
Finding the Rejection Region
DCOVA
H0: σ12 = σ22 H0: σ12 ≤ σ22
H1: σ12 ≠ σ22 H1: σ12 > σ22
a/2 F a
0 0
Do not Reject H0 Do not Reject H0 F
reject H0 Fα/2 reject H0 Fα
Reject H0 if FSTAT > Fα/2 Reject H0 if FSTAT > Fα
Chap 10-38
F Test: An Example
DCOVA
You are a financial analyst for a brokerage firm. You

want to compare dividend yields between stocks listed
on the NYSE & NASDAQ. You collect the following data:
NYSE NASDAQ
Number 21 25
Mean 3.27 2.53
Std dev 1.30 1.16
Is there a difference in the

variances between the NYSE
& NASDAQ at the a = 0.05 level?
Chap 10-39
F Test: Example Solution
DCOVA
 Form the hypothesis test:
H0: σ21 = σ22 (there is no difference between variances)
H1: σ21 ≠ σ22 (there is a difference between variances)
 Find the F critical value for a = 0.05:
 Numerator d.f. = n1 – 1 = 21 –1 =20
 Denominator d.f. = n2 – 1 = 25 –1 = 24
 Fα/2 = F.025, 20, 24 = 2.33
Chap 10-40
F Test: Example Solution
DCOVA
(continued)
 The test statistic is: H0: σ12 = σ22

H1: σ12 ≠ σ22
S12 1.30 2
FSTAT  2  2
 1.256
S 2 1.16
a/2 = .025
0 F
Do not Reject H0
reject H0
 FSTAT = 1.256 is not in the rejection F0.025=2.33
region, so we do not reject H0
 Conclusion: There is not sufficient evidence

of a difference in variances at a = .05
Chap 10-41
Chapter Summary
In this chapter we discussed
 Comparing two independent samples
 Performed pooled-variance t test for the difference in
two means
 Performed separate-variance t test for difference in two
means
 Formed confidence intervals for the difference between
two means
 Comparing two related samples (paired
samples)
 Performed paired t test for the mean difference
 Formed confidence intervals for the mean difference
Chapter Summary
(continued)
 Comparing two population proportions

 Performed Z-test for two population proportions
 Formed confidence intervals for the difference
between two population proportions
 Performing an F test for the ratio of two

population variances
Chap 10-43
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Statistics for Managers Using

Population means, Goal: Test hypothesis or form

Use Sp to estimate unknown

σ1 and σ2 unknown, Use S1 and S2 to estimate

Lower-tail test: Upper-tail test: Two-tail test:

H0: μ1  μ2 H0: μ1 ≤ μ2 H0: μ1 = μ2

-ta ta -ta/2 ta/2

Population means, Assumptions:

 Populations are normally

 Population variances are

• The test statistic is:

σ1 and σ2 unknown, Where tα/2 has d.f. = n1 + n2 – 2

Assuming both populations are

The test statistic is:

95% Confidence Interval for µNYSE - µNASDAQ

Since 0 is less than the entire interval, we can be 95%

σ1 and σ2 unknown,  Populations are normally

 Population variances are

Assuming both populations are

 Or, if not Normal, use large samples

 The test statistic for μD is:

 Where tSTAT has n - 1 d.f.

Lower-tail test: Upper-tail test: Two-tail test:

H0: μD  0 H0: μD ≤ 0 H0: μD = 0

-ta ta -ta/2 ta/2

Paired The confidence interval for μD is

 Has the training made a difference in the number of

The point estimate for

The test statistic for DCOVA

Lower-tail test: Upper-tail test: Two-tail test:

H0: π1  π2 H0: π1 ≤ π2 H0: π1 = π2

-za za -za/2 za/2

 In a random sample, 36 of 72 men and 35 of

 Test at the .05 level of significance

 The sample proportions are:

 The pooled estimate for the overall proportion is:

The test statistic for π1 – π2 is:

Population The confidence interval for

Reject H0 if FSTAT > Fα/2 Reject H0 if FSTAT > Fα

You are a financial analyst for a brokerage firm. You

Is there a difference in the

 Find the F critical value for a = 0.05:

 Numerator d.f. = n1 – 1 = 21 –1 =20

 Fα/2 = F.025, 20, 24 = 2.33

 The test statistic is: H0: σ12 = σ22

 Conclusion: There is not sufficient evidence

 Comparing two population proportions

 Performing an F test for the ratio of two

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