Contents

7.1. Two sample tests with numerical data

7.2. Analysis of variance
7.3. Post hoc analysis

PHÂN TÍCH DỮ LIỆU

BẰNG PYTHON
Lecture 7: Tests of Hypothesis

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7.1. Two sample tests with numerical data 7.1. Two sample tests with numerical data

 Comparing two independent samples

Sample Population
 Independent samples z test for the difference in two means Group 1 Group 2 Group 1 Group 2
 Pooled-variance t test for the difference in two means N infinite infinite

Mean 𝑋 𝑋
 Comparing two related samples
SD (standard deviation)
 Paired-sample z test for the mean difference
Difference -
 Paired-sample t test for the mean difference Status Known Known/unknown

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7.1. Two sample tests with numerical data 7.1. Two sample tests with numerical data
 7.1.1 Pooled-Variance t Test (Variances Unknown) for two  7.1.1 Pooled-Variance t Test (Variances Unknown)
independent samples  Setting up the hypotheses
 Assumptions
H0: 1 = 2
 Both populations are normally distributed
H1: 1  2
 Samples are randomly and independently drawn
 Calculate the Pooled Sample Variance as an Estimate of the
 Population variances are unknown but assumed equal
Common Population Variance
 If both populations are not normal, need large sample
( n1  1) S12  ( n2  1) S 22
sizes S p2 
( n1  1)  ( n2  1)
S p2 : Pooled sample variance n1 : Size of sample 1
S12 : Variance of sample 1 n2 : Size of sample 2
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S 22 : Variance of sample 2 6

7.1. Two sample tests with numerical data 7.1. Two sample tests with numerical data

 7.1.1 Pooled-Variance t Test (Variances Unknown)  p-value or critical value (CV) solution
 Compute the sample statistic
(p-Value  ( = 0.05/2) -> Reject.

t
X 1  X 2    1   2 
1 1
S p2    Hypothesized
df  n1  n2  2  n1 n2  difference Reject Reject

S 2

 n1  1 S12   n2  1 S 22 
 =.025
p
 n1  1   n2  1
-CV
0 CV Z

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7.1. Two sample tests with numerical data 7.1. Two sample tests with numerical data

 7.1.1 Pooled-Variance t Test được tính bằng python  7.1.2 Comparing two independent samples
 Different Data Sources
• Unrelated
• Independent
- Sample selected from one population has no effect
or bearing on the sample selected from the other
population
 Use the Difference between 2 Sample Means
 Use Z Test or Pooled-Variance t Test
Kết luận gì?

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7.1. Two sample tests with numerical data 7.1. Two sample tests with numerical data

 7.1.2 Independent Sample Z Test (Variances Known)  z test statistic được tính bằng python
 Assumptions
• Samples are randomly and independently drawn from
normal distributions
• Population variances are known
 Test Statistic

( X 1  X 2 )  ( 1    )
Z
 2  2

n1 n2
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7.2. One-way analysis of variance – F Test 7.2. One-way analysis of variance – F Test

 Evaluate the difference among the mean responses of more  Hypotheses of one-way Anova
two populations  H : 1   2     c
0
 Assumptions  All population means are equal
 Samples are randomly and independently drawn
 H 1 : N o t a ll  i a re th e s a m e
 Populations are normally distributed
 At least one population mean is different (others may
 Populations have equal variances be the same!)
 Does not mean that all population means are different

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7.2. One-way analysis of variance – F Test 7.2. One-way analysis of variance – F Test

 One-way Anova (treatment effect present)  One-way Anova (Partition of Total variation)
H 0 : 1   2    c Total Variation SST
H 1 : N o t a ll  i a r e th e s a m e The Null Hypothesis
is NOT True
Variation Due to Variation Due to Random
= Group SSA + Sampling SSW

1   2  3 1   2  3
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7.2. One-way analysis of variance – F Test 7.2. One-way analysis of variance – F Test

 Total variation  Total variation

  X     X 
c nj
2 2 2
SST  (X
j 1 i 1
ij  X )2 SST  X 11  X 21 X nc c X
X ij : the i -th observation in group j
Response, X
n j : the number of observations in group j
n : the total number of observations in all groups
c : the number of groups
nj
X
c

 X
j 1 i 1
ij

X  the over all or grand mean

n Group 1 Group 2 Group 3

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7.2. One-way analysis of variance – F Test 7.2. One-way analysis of variance – F Test

 Among-Group Variation  Among-Group Variation

     
c 2 2 2

SSA
SSA 
j 1
n j(X j  X )2 M SA 
c  1 SSA  n1 X1  X  n2 X 2  X  nc Xc  X

Response, X

X j : The sample mean of group j X3

X : The overall or grand mean
X
X1 X2
i  j Variation Due to Differences Among Groups

Group 1 Group 2 Group 3

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7.2. One-way analysis of variance – F Test 7.2. One-way analysis of variance – F Test

 Within-Group Variation  Within-Group Variation

n
c j
SSW
  M SW  𝟐
SSW  (X  X )2 𝑺𝑺𝑾 𝑿𝟏𝒊 𝑿𝟏 𝟐
𝑿𝟐𝒋 𝑿𝟐 ... 𝑿𝒏𝒌 𝑿𝒏 𝟐
n  c
ij j
j 1 i1

X j : T he sam ple m ean of group j Response, X

X ij : T he i -th observation in group j
X3
Summing the variation within each X
group and then adding over all X2
groups X1

Group 1 Group 2 Group 3

j
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7.2. One-way analysis of variance – F Test 7.2. One-way analysis of variance – F Test

 F test statistic  Summary table

 Test Statistic Degrees Mean
MSA Source of Sum of F
 F of Squares
Variation Squares Statistic
MSW Freedom (Variance)
•MSA is mean squares among Among MSA =
c–1 SSA MSA/MSW
• MSW is mean squares within (Factor) SSA/(c – 1 )
 Degrees of Freedom Within MSW =
n–c SSW
 df1  c  1 (Error) SSW/(n – c )
 df  n  c SST =
2 Total n–1
SSA + SSW

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7.2. One-way analysis of variance – F Test 7.2. One-way analysis of variance – F Test

 Features of one-way anova – F statistic  Features of one-way anova – F statistic

 The F Statistic is the Ratio of the Among Estimate of  If the Null Hypothesis is False
Variance and the Within Estimate of Variance  The numerator should be greater than the
 The ratio must always be positive denominator
 df1 = c -1 will typically be small  The ratio should be larger than 1

 df2 = n - c will typically be large

 The Ratio Should Be Close to 1 if the Null is True The null hypothesis
 = 0.05 is False

0 CV F
CV=Critical values,  =
0.05, F=3.89
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7.2. One-way analysis of variance – F Test 7.2. One-way analysis of variance – F Test

 One-way anova example  One-way anova example – summary table

Machine1 Machine2 Machine3 X 1  24.93 nj  5 Degrees Mean
25.40 23.40 20.00 Source of Sum of F
X 2  22.61 of Squares
26.31 21.80 22.20 c3 Variation Squares Statistic
Freedom (Variance)
24.10 23.50 19.75 X 3  20.59 n  15 Among MSA/MSW
23.74 22.75 20.60
X  22.71 3-1=2 47.1640 23.5820
25.10 21.60 20.40 (Factor) =25.60
SSA  5  24.93  22.71   22.61  22.71   20.59  22.71 
2 2 2
Within
  15-3=12 11.0532 .9211
(Error)
 47.164
Total 15-1=14 58.2172
SSW  4.2592  3.112  3.682  11.0532
MSA  SSA /(c -1)  47.16 / 2  23.5820
MSW  SSW /( n - c )  11.0532 /12  .9211
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7.2. One-way analysis of variance – F Test 7.2. One-way analysis of variance – F Test

 One-way anova example – solutions  F Test statistic được tính dựa vào python

H 0:  1 =  2 =  3 Test Statistic:
H1: Not All Equal MSA 23.5820
 = .05 F   25.
df1= 2 df2 = 12 MSW .9211

Critical Value(s):

 = 0.05

0 3.89 F
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7.2. One-way analysis of variance – F Test 7.2. One-way analysis of variance – F Test

 Features of one-way anova – F statistic  One-way Anova (treatment effect present)

 The F Statistic is the Ratio of the Among Estimate of H : 1      c
0 2
Variance and the Within Estimate of Variance
 The ratio must always be positive H 1 : N o t a ll  i a r e th e s a m e The Null Hypothesis
is NOT True
 df1 = c -1 will typically be small
 df2 = n - c will typically be large
 The Ratio Should Be Close to 1 if the Null is True

1   2  3 1   2  3
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7.3. Post hoc analysis 7.3. Post hoc analysis

 Questions:  Some methods of post hoc analysis

 Is there any difference between the three groups?  LSD (least significance difference) or Fisher’s method
 If there is a difference, which group is different from the  Bonferroni’s method
others?  Duncan’s multiple range test
Machine1 Machine2 Machine3
25.40 23.40 20.00  Scheffe
26.31 21.80 22.20
24.10 23.50 19.75  Tukey’s Honest Significant Difference
23.74 22.75 20.60  Dunnett’s Test
25.10 21.60 20.40

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7.3. Post hoc analysis 7.3. Post hoc analysis

 Tukey’s Honest Significant Difference  Kiểm định Tukey được tính bằng Python như sau:
 HSD=Honest Significant Difference

 is the average number of objects per a group

 If is greater than the theoretical Q value (theoretical
Tukey’s Studentized critical value), there is a significant
difference between the two groups, and it has statistical
significance.

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