Test-Statistics List

Test Statistics for finding the confidence intervals and Hypothesis Testing
1. Single Sample of a Normally Distributed Population
1.1 For the mean 𝜇 with known variance 𝝈𝟐
𝑋 −𝜇
𝑍 = 𝜎/ 𝑛
~𝑁(0,1) (Standard normally distributed)
1.2 For the mean 𝜇 with unknown variance 𝝈𝟐
𝑋 −𝜇
𝑡= ~𝑡𝑛−1 (𝑡 −Distribution with 𝑛 − 1 degrees of freedom)
𝑆/ 𝑛
1.3 For the variance 𝜎 2
(𝑛−1)𝑆 2 2
𝜒2 = 𝜎2
~𝜒𝑛−1 (𝜒 2 −Distribution with 𝑛 − 1 degrees of freedom)
2. Two Samples of the Normally Distributed Populations
2.1 For the mean difference 𝜇1 − 𝜇2 with known variances 𝝈𝟐𝟏 𝒂𝒏𝒅 𝝈𝟐𝟐
(𝑋1 −𝑋2 )−(𝜇 1 −𝜇 2 )
𝑍= ~𝑁(0,1) (Standard normally distributed)
𝜎2 2
1 +𝜎 2
𝑛1 𝑛2

2.2 For the mean difference 𝜇1 − 𝜇2 with unknown variances 𝝈𝟐𝟏 𝒂𝒏𝒅 𝝈𝟐𝟐 . if both the samples
sizes exceeds 30, then test statistics in (2.1) can be used by taking 𝝈𝟐𝟏 = 𝑺𝟐𝟏 𝒂𝒏𝒅 𝝈𝟐𝟐 = 𝑺𝟐𝟐 .
2.3 For the mean difference 𝜇1 − 𝜇2 with unknown variances 𝝈𝟐𝟏 𝒂𝒏𝒅 𝝈𝟐𝟐 but 𝝈𝟐𝟏 = 𝝈𝟐𝟐
assumed
(𝑋1 −𝑋2 )−(𝜇 1 −𝜇 2 )
𝑡= 1 1
~𝑡𝑛−1 (𝑡 −Distribution with 𝑛 − 1 degrees of freedom)
𝑆𝑃 +
𝑛1 𝑛2

𝑛 1 −1 𝑆12 + 𝑛 2 −1 𝑆22
Where, 𝑆𝑃2 = 𝑛 1 +𝑛 2 −2
is combined (pooled) sample variance.
𝑆12 𝑆22 𝑆 𝑆2
NOTE: if 𝑆22
𝑜𝑟 𝑆12
≤ 4 equivalently 𝑆1 𝑜𝑟 𝑆1
≤ 2, then 𝜎12 = 𝜎22 can be assumed and test
2
statistics of (2.3) can be used.
2.4 For the mean difference 𝜇1 − 𝜇2 with unknown variances 𝝈𝟐𝟏 𝒂𝒏𝒅 𝝈𝟐𝟐 but 𝝈𝟐𝟏 ≠ 𝝈𝟐𝟐
assumed
(𝑋1 −𝑋2 )−(𝜇 1 −𝜇 2 )
𝑡= ~𝑡𝜈 (𝑡 −Distribution with 𝜈 degrees of freedom)
𝑆2 2
1 +𝑆 2
𝑛1 𝑛2

𝑆2 2 2
1 +𝑆 2
𝑛1 𝑛2
Where, degrees of freedom, 𝜈 = 2 2 −2
𝑆2
1 𝑆2
2
𝑛1 𝑛1
+
𝑛 1 +1 𝑛 2 +1

2.5 For Paired mean difference 𝜇1 − 𝜇2 of Paired Observation

𝐷 −𝜇 𝐷
𝑡= 𝑆𝐷 ~𝑡𝑛−1 (𝑡 −Distribution with 𝑛 − 1 degrees of freedom)
𝑛
Where, 𝜇𝐷 = 𝜇1 − 𝜇2 and 𝐷 𝑎𝑛𝑑 𝑆𝐷 are, respectively, the sample mean and the sample variance
of difference of 𝑛-samples of the paired population.
𝝈𝟐
2.6 For the ratio of the variances 𝝈𝟏𝟐
𝟐
𝑆22 /𝜎22
𝐹= 𝑆12 /𝜎12
~𝐹𝑛 2 −1,𝑛 1 −1 (F-distribution with 𝑛2 − 1 𝑎𝑛𝑑 𝑛1 − 1 degrees of freedom)