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T Distribution,
Paired and Unpaired T test
Prepared by:
Bikram Adhikari (136)
Mean Comparison
between 2 groups
A bit of History
• W.A. Gassit (1905) first published a t-test.
• He worked at the Guiness Brewery in Dublin and
published under the name Student.
• The test was called Student Test later shortened
to t test
T Distribution
• Aka Student’s T distribution
• A probability distribution that is used to estimate
population parameters when the sample size is
small and/or when the population variance is
unknown.
T Distribution
• If X is normally distributed and a sample of size n is
randomly chosen from this underlying population,
the probability distribution of the random variable
is known as Student's t distribution with n- 1
degrees of freedom.
Properties of t Distribution
• The mean of distribution is ZERO.
• It is symmetrical about the mean.
• In general, it has a variance greater than 1, but the
variance approaches 1 as the sample size becomes
large.
• The variable t ranges from -∞ to +∞
Ho
rejectio
n
region
Similarities with Normal
Distribution
• Both are uni-modal
• Symmetric around is mean of zero
• Total area of the curve is One.
Difference between t and normal
distribution
• Compared to the normal distribution, the t
distribution is less peaked in the center and
has thicker tails.
When to Use the t Distribution?
• The t distribution can be used with any statistic
having a bell-shaped distribution
• Quantative data, random samples
• The population distribution is normal.
• The population distribution is symmetric, unimodal,
without outiers, and the sample size is at most 30.
• The population distribution is moderately skewed,
unimodal, without outliers, and the sample size is at
most 40.
Application of t test
• T test can be applied if:
• Samples are randomly selected from population
• There is homogeneity of variance in sample
• It is applied to find the significance of difference
between two means as:
• Unpaired t-test
• Paired t-test.
Statistical methods for differences or
paired samples
Statistical methods for comparing two
independent groups or samples
Standard Error of Mean
• Difference between sample estimates of statistics
and population parameter is measured by standard
error
• Standard error is a measure of chance variation and
it does not mean error or mistake
• Calculation of standard error of mean:
Standard Error of difference
between Means
• Frequency distribution of difference give a normal
curve.
• The standard deviation of a distribution of
differences is known as standard error of
difference between two means.
• Calculation of standard error of difference between
two means:
Degree of Freedom (df)
• Degrees of freedom depends on two factors:
• No. of groups we wish to compare
• No. of parameters we need to estimate to calculate the
standard deviation of the contrast of interest.
• For paired t test: df=n-1
• For one sample t test: df=n-1
• For two sample t test: df=2n-2
Paired t test
• Two groups of paired observations, x11, x12, . . . ,
x1n in Group 1 and x21, x22, . . . , x2n in Group 2
such that x1i is paired with x2i and the difference
between them, di = x1i - x2i.
• Assumptions
• The di’s are plausibly Normally distributed. It is not
essential for the original observations to be Normally distributed
• The di’s are independent of each other.
Paired t test
• Steps
• Hypothesis generation:
• Null Hypothesis: mean difference is zero
• Alternative Hypothesis: mean difference in the population is not zero.
• Calculate the differences di = x1i - x2i, i = 1 to n.
• Calculate the mean difference (d) and standard deviation,
(Sd) of the differences di.
• Calculate the standard error of the mean difference
• Calculate the test statistic
Paired t test
• Steps
• Find the degrees of freedom.
• df=n-1
• Refer 't' table and find the probability of the
calculated ‘t’ corresponding to n – 1 degrees of
freedom.
• Result
Paired t test
Problem
• Systolic blood pressure (SBP) of 9 normal
individuals, who had been recumbent for 5 minutes
was taken. Then 2 ml of 0.5% solution of
hypotensive drug was given and blood pressure
recorded again. Did the injection of drug lower the
blood pressure?
Paired t test
• Hypothesis:
• Ho: no mean difference
• Ha: mean difference
• Calculate differences
• Calculation of mean
difference:
• Calculate Sd of mean
difference:
Paired t test
• Calculate standard error of mean difference:
• Calculate test statistic
• Degree of freedom: n-1=9-1=8
Paired t test
• Find the probability of the calculated ‘t’
corresponding to 8 degrees of freedom and 5%
significance limit.
• T=2.31
2.20
Paired t test
• Test statistic lies in
rejection region.
• Ho is rejected
• It means there is
significant difference
between means at 5%
cl.
Ho
acceptance
region
Ho
rejection
region
Ho
rejection
region
2.31 2.31 5.
Unpaired t test
• One Sample t test
• Independent two Sample t test
Independent sample t test
• The independent samples t-test is used to test for a
difference in the mean value of a continuous
variable between two groups.
• Assumptions
• The groups are independent.
• The variables of interest are continuous
• The data in both groups have similar standard deviations
• Homogeneity of variance
• The data is Normally distributed in both groups.
Homogeneity of variance test
• Levene’s test
• This tests whether the variances of two samples are
approximately equal or not.
• We want levene’s test to be not significant
• Ho: Variance are equal
• Ha: Variances are not equal
• Note: As long as N>30, n1 nearly=to n2, there is
robust to violations of homogeneity of variance
Independent sample t test
• Steps
• Generate hypothesis
• Ho: no difference in two means
• Ha: there is difference in two means
• Calculate mean difference between groups
• Calculate pooled standard deviations
• Calculate the standard error of the difference
between two means
Independent sample t test
• Calculate the test statistic
• Calculate degree of freedom:
df=n1+n2-2
• Refer 't' table and find the probability of the
calculated ‘t’ corresponding to 2n – 2 degrees of
freedom.
• Result interpretation
Independent sample t test
Independent sample t test
• Degree of freedom =9+13-2 =20
• T20=2.086 (from table)
• Calculated t statistic=2.63
What if the variances in two
groups are not Equal?
• Use of modification of Independent sample t test.
• Instead of using sp 2 as an estimate of the common
variance σ 2, we substitute s1 2 for ai σ 2
and s2 2 for σ2 2. Therefore, the appropriate test
statistic is
Degree of
freedom
One Sample t test
• It is used for test of the null hypothesis that our
data are a sample from a population with a specific
'hypothesized' mean.
• Test statistic(t):
Ho: there is no difference in dietary intake from recommended level.
Ha: there is difference in dietary intake from recommended level.
• 95% CI
• df=10
• t=2.23
One Sample t test
• Result interpretation
• The dietary intake of female is significantly lower than
recommended level
Ho
acceptance
region
Ho
rejection
region
Ho
rejection
region
2.23 2.23
References
• Altman, A practical statistics for medical research,
8th edition, 1999
• Mahajan’s Methods in Biostatistics for medical
students and research works. 8th edition,2016
• Medical statistics-Text book for health sciences, 4th
edition, 2007
• Principles of Biostatistics, Marcello Pagano, 2nd
Edition
• Few internet sites.
Any Queries????
Thank you

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t distribution, paired and unpaired t-test

  • 1. T Distribution, Paired and Unpaired T test Prepared by: Bikram Adhikari (136) Mean Comparison between 2 groups
  • 2. A bit of History • W.A. Gassit (1905) first published a t-test. • He worked at the Guiness Brewery in Dublin and published under the name Student. • The test was called Student Test later shortened to t test
  • 3. T Distribution • Aka Student’s T distribution • A probability distribution that is used to estimate population parameters when the sample size is small and/or when the population variance is unknown.
  • 4. T Distribution • If X is normally distributed and a sample of size n is randomly chosen from this underlying population, the probability distribution of the random variable is known as Student's t distribution with n- 1 degrees of freedom.
  • 5. Properties of t Distribution • The mean of distribution is ZERO. • It is symmetrical about the mean. • In general, it has a variance greater than 1, but the variance approaches 1 as the sample size becomes large. • The variable t ranges from -∞ to +∞ Ho rejectio n region
  • 6. Similarities with Normal Distribution • Both are uni-modal • Symmetric around is mean of zero • Total area of the curve is One.
  • 7. Difference between t and normal distribution • Compared to the normal distribution, the t distribution is less peaked in the center and has thicker tails.
  • 8. When to Use the t Distribution? • The t distribution can be used with any statistic having a bell-shaped distribution • Quantative data, random samples • The population distribution is normal. • The population distribution is symmetric, unimodal, without outiers, and the sample size is at most 30. • The population distribution is moderately skewed, unimodal, without outliers, and the sample size is at most 40.
  • 9. Application of t test • T test can be applied if: • Samples are randomly selected from population • There is homogeneity of variance in sample • It is applied to find the significance of difference between two means as: • Unpaired t-test • Paired t-test.
  • 10. Statistical methods for differences or paired samples
  • 11. Statistical methods for comparing two independent groups or samples
  • 12. Standard Error of Mean • Difference between sample estimates of statistics and population parameter is measured by standard error • Standard error is a measure of chance variation and it does not mean error or mistake • Calculation of standard error of mean:
  • 13. Standard Error of difference between Means • Frequency distribution of difference give a normal curve. • The standard deviation of a distribution of differences is known as standard error of difference between two means. • Calculation of standard error of difference between two means:
  • 14. Degree of Freedom (df) • Degrees of freedom depends on two factors: • No. of groups we wish to compare • No. of parameters we need to estimate to calculate the standard deviation of the contrast of interest. • For paired t test: df=n-1 • For one sample t test: df=n-1 • For two sample t test: df=2n-2
  • 15. Paired t test • Two groups of paired observations, x11, x12, . . . , x1n in Group 1 and x21, x22, . . . , x2n in Group 2 such that x1i is paired with x2i and the difference between them, di = x1i - x2i. • Assumptions • The di’s are plausibly Normally distributed. It is not essential for the original observations to be Normally distributed • The di’s are independent of each other.
  • 16. Paired t test • Steps • Hypothesis generation: • Null Hypothesis: mean difference is zero • Alternative Hypothesis: mean difference in the population is not zero. • Calculate the differences di = x1i - x2i, i = 1 to n. • Calculate the mean difference (d) and standard deviation, (Sd) of the differences di. • Calculate the standard error of the mean difference • Calculate the test statistic
  • 17. Paired t test • Steps • Find the degrees of freedom. • df=n-1 • Refer 't' table and find the probability of the calculated ‘t’ corresponding to n – 1 degrees of freedom. • Result
  • 18. Paired t test Problem • Systolic blood pressure (SBP) of 9 normal individuals, who had been recumbent for 5 minutes was taken. Then 2 ml of 0.5% solution of hypotensive drug was given and blood pressure recorded again. Did the injection of drug lower the blood pressure?
  • 19. Paired t test • Hypothesis: • Ho: no mean difference • Ha: mean difference • Calculate differences • Calculation of mean difference: • Calculate Sd of mean difference:
  • 20. Paired t test • Calculate standard error of mean difference: • Calculate test statistic • Degree of freedom: n-1=9-1=8
  • 21. Paired t test • Find the probability of the calculated ‘t’ corresponding to 8 degrees of freedom and 5% significance limit. • T=2.31 2.20
  • 22. Paired t test • Test statistic lies in rejection region. • Ho is rejected • It means there is significant difference between means at 5% cl. Ho acceptance region Ho rejection region Ho rejection region 2.31 2.31 5.
  • 23. Unpaired t test • One Sample t test • Independent two Sample t test
  • 24. Independent sample t test • The independent samples t-test is used to test for a difference in the mean value of a continuous variable between two groups. • Assumptions • The groups are independent. • The variables of interest are continuous • The data in both groups have similar standard deviations • Homogeneity of variance • The data is Normally distributed in both groups.
  • 25. Homogeneity of variance test • Levene’s test • This tests whether the variances of two samples are approximately equal or not. • We want levene’s test to be not significant • Ho: Variance are equal • Ha: Variances are not equal • Note: As long as N>30, n1 nearly=to n2, there is robust to violations of homogeneity of variance
  • 26. Independent sample t test • Steps • Generate hypothesis • Ho: no difference in two means • Ha: there is difference in two means • Calculate mean difference between groups • Calculate pooled standard deviations • Calculate the standard error of the difference between two means
  • 27. Independent sample t test • Calculate the test statistic • Calculate degree of freedom: df=n1+n2-2 • Refer 't' table and find the probability of the calculated ‘t’ corresponding to 2n – 2 degrees of freedom. • Result interpretation
  • 29. Independent sample t test • Degree of freedom =9+13-2 =20 • T20=2.086 (from table) • Calculated t statistic=2.63
  • 30. What if the variances in two groups are not Equal? • Use of modification of Independent sample t test. • Instead of using sp 2 as an estimate of the common variance σ 2, we substitute s1 2 for ai σ 2 and s2 2 for σ2 2. Therefore, the appropriate test statistic is Degree of freedom
  • 31.
  • 32.
  • 33. One Sample t test • It is used for test of the null hypothesis that our data are a sample from a population with a specific 'hypothesized' mean. • Test statistic(t): Ho: there is no difference in dietary intake from recommended level. Ha: there is difference in dietary intake from recommended level.
  • 34. • 95% CI • df=10 • t=2.23
  • 35. One Sample t test • Result interpretation • The dietary intake of female is significantly lower than recommended level Ho acceptance region Ho rejection region Ho rejection region 2.23 2.23
  • 36. References • Altman, A practical statistics for medical research, 8th edition, 1999 • Mahajan’s Methods in Biostatistics for medical students and research works. 8th edition,2016 • Medical statistics-Text book for health sciences, 4th edition, 2007 • Principles of Biostatistics, Marcello Pagano, 2nd Edition • Few internet sites.

Editor's Notes

  1. Almost identical to Normal Distribution Curve, but a bit shorter and fatter.
  2. The distributions with smaller degrees of freedom are more spread out; as df increases, the t distribution approaches the standard normal. This occurs because as the sample size increases, s becomes a more reliable estimate of a; if n is very large, knowing the value of sis nearly equivalent to knowing a.
  3. To test the homogeneity of variances. Fisher’s F-test also called variance ratio test is applied.
  4. Normality testing is done before selecting parametric and non parametric tests
  5. The difference occurs between sample and population parameter because of chance or biological variability. This difference is measured by SE.
  6. (The degrees of freedom are n - 1 rather than n because we lose 1 df by estimating the sample mean. n- 1 is the quantity by which we divided the sum of the squared deviations around the mean, I;=I (x;- x)l, in order to obtain the sample variance . concept of degrees of freedom is one of the more elusive statistical ideas.
  7. It is useful to paired data of dependent observation from one sample only when each individual given a pair of observations.
  8. Pros and con’s of Independent groups: Pros: mathematically simpler Cons: Group may differ in other ways Matching/Random assign to groups/Use of multivariate analysis
  9. Under the null hypothesis, we can approximate the distribution of t by a t distribution with v degrees of freedom. As usual, we compare the value of the statistic to the critical values in Table A.4-or use a computer program-to decide whether or not we should reject H0 .
  10. Rejection of null hypothesis