Cornell CS578: Hypothesis Testing
Cornell CS578: Hypothesis Testing
Cornell CS578: Hypothesis Testing
Introduction to N
∑ (x − x ) i
2
Variance(x) = S 2 = i=1
N
StdDev(x) = S = Var(x)
Confidence _ Interval
95% : X −1.96S < true _ mean < X + 1.96S
1
Hypothesis: Two Pops Have Same Mean Hypothesis Testing continued (t-test)
• Given sample sizes, means, and variances, what • Find critical values of t in table for alpha = 0.05 (or 0.01,
0.001) with (N1+N2-2) degrees of freedom
are chances of seeing this large a difference in
• One-sided:
mean by chance?
– testing one mean is larger than other
X1 − X 2 – E.g., for (alpha=0.05, N 1=N2=10): t = 1.734
t=
S pooled (1/ N1 ) + (1/ N 2 ) • Two-sided:
– testing means are different
– E.g., for (alpha=0.05, N 1=N2=10): t = 2.101
2 2
(N1 −1)S + (N 2 −1)S2
1
S pooled =
N1 + N 2 − 2