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In statistical hypothesis testing, a two-sample test is a test performed on the data of two random samples, each independently obtained from a different given population. The purpose of the test is to determine whether the difference between these two populations is statistically significant .
Most two-sample t-tests are robust to all but large deviations from the assumptions. [22] For exactness, the t-test and Z-test require normality of the sample means, and the t-test additionally requires that the sample variance follows a scaled χ 2 distribution, and that the sample mean and sample variance be statistically independent ...
Student's t-test assumes that the sample means being compared for two populations are normally distributed, and that the populations have equal variances. Welch's t-test is designed for unequal population variances, but the assumption of normality is maintained. [1] Welch's t-test is an approximate solution to the Behrens–Fisher problem.
In statistics, the Behrens–Fisher problem, named after Walter-Ulrich Behrens and Ronald Fisher, is the problem of interval estimation and hypothesis testing concerning the difference between the means of two normally distributed populations when the variances of the two populations are not assumed to be equal, based on two independent samples.
For example, the test statistic might follow a Student's t distribution with known degrees of freedom, or a normal distribution with known mean and variance. Select a significance level (α), the maximum acceptable false positive rate. Common values are 5% and 1%. Compute from the observations the observed value t obs of the test statistic T.
Quite often, textbook problems will treat the population standard deviation as if it were known and thereby avoid the need to use the Student's t distribution. These problems are generally of two kinds: (1) those in which the sample size is so large that one may treat a data-based estimate of the variance as if it were certain, and (2) those ...
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The table shown on the right can be used in a two-sample t-test to estimate the sample sizes of an experimental group and a control group that are of equal size, that is, the total number of individuals in the trial is twice that of the number given, and the desired significance level is 0.05. [4] The parameters used are: