Download presentation

Presentation is loading. Please wait.

Published byAnna Murphy Modified over 2 years ago

1
APPENDIX B S OME B ASIC T ESTS IN S TATISTICS Organization of appendix in ISSO –Standard one-sample test P-values Confidence intervals –Basic two-sample tests Matched pairs t-test Unmatched pairs t-test with identical variances Unmatched pairs t-test with nonidentical variances –Other approaches to testing One- and two-sample tests important in stochastic search, optimization, and Monte Carlo simulation Slides for Introduction to Stochastic Search and Optimization (ISSO) by J. C. Spall

2
B-2 The Standard One-Sample Test One set of data {X i } for testing on E(X i ) Famous test statistics z and t have a N(0, 1) and t-distribution, respectively t-statistic useful in small samples; both z and t often used with non-normal samples rejectionLarge values of | z | or | t | indicate rejection of null hypothesis that is some chosen value (commonly = 0)

3
B-3 P-Values at least as extremeP-value: Probability that future experiment would have value of test statistic at least as extreme as that observed in the current experiment Provides info. beyond binary accept/reject null hypothesis –Useful as indicator of strength of rejection Example: If z = 2.15, P-value is 0.016 based on null hypothesis that 0 –Fairly strong evidence that > 0

4
B-4 Two-Sample Tests Two sets of data {X i } and {Y i } for testing X = Y –E.g., X i and Y i represent simulation outputs under two scenarios Generic test statistic form where ( ) denotes appropriate variance estimate Three basic categories of tests affecting ( ) –matched pairs –unmatched pairs; identical variances ( ) –unmatched pairs; non-identical variances ( ) Large values of | t | indicate rejection of null hypothesis that X = Y

Similar presentations

Presentation is loading. Please wait....

OK

PSY 307 – Statistics for the Behavioral Sciences

PSY 307 – Statistics for the Behavioral Sciences

© 2017 SlidePlayer.com Inc.

All rights reserved.

Ads by Google

Ppt on tcp ip protocol suite forouzan Ppt on fast food industry in india Reproductive system anatomy and physiology ppt on cells Ppt on electrical power in india Ppt on plants for grade 3 Download ppt on linear equations in one variable for class 8 Ppt on urbanism as a way of life as opposed to rural ways of life Ppt on file system in mobile computing Ppt on non-biodegradable waste picture Ppt on non material heritage