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Unformatted text preview: Chapter 2: Two-Sample Methods 1. Two-Sample Permutation Test Two-sample t-test Assumptions X 1 ,...,X m iid N ( X , 2 X ) and Y 1 ,...,Y n iid N ( Y , 2 Y ) X 1 ,...,X m and Y 1 ,...,Y n are independent 2 X = 2 Y Test H : X = Y vs H a : X > Y Pooled sample variance: Test statistic: Reject H if Can we guarantee that the assumptions of the t-test are al- ways met? Two-sample permutation test Assumptions X 1 ,...,X m iid F 1 and Y 1 ,...,Y n iid F 2 ( F 1 and F 2 are continuous cumulative distribution) X 1 ,...,X m and Y 1 ,...,Y n are independent Assume F 1 ( x ) = F 2 ( x ) 1 Hypotheses: H : = 0 H a : > H : = 0 H a : < H : = 0 H a : negationslash = 0 H asserts that the X variable and Y variable have the same proba- bility distribution, but the common distribution is not specified Test steps D the difference between two groups Compute...
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This note was uploaded on 07/22/2011 for the course STA 4502 taught by Professor Staff during the Spring '08 term at University of Florida.
- Spring '08