In: Statistics and Probability
There are two procedures for comparing two means from independent, normally distributed samples. The first step is to test for the equality of the two variances, using the F-Test for Equality of Two Variances test.
f this test is not significant, then use the "Welch's t-test/ Two Sample t Test: unequal variances" test with equal variances, otherwise, use the Sample t Test: equal variances test with unequal variances.
Here is the brief description of all these 3 above mentioned tests :-
- An F-test is used to test if the variances of two populations are equal. This test can be a two-tailed test or a one-tailed test. The two-tailed version tests against the alternative that the variances are not equal. The one-tailed version only tests in one direction, that is the variance from the first population is either greater than or less than (but not both) the second population variance.
- Our prime goal is not to ask whether two populations differ, but to quantify how far apart the two means are. The unequal variance t test reports a confidence interval for the difference between two means that is usable even if the standard deviations differ.
- When the population variances are known, hypothesis testing can be done using a normal distribution, as described in Comparing Two Means when Variances are Known. The approach we use instead is to pool sample variances and use the t distribution. We consider three cases where the t distribution is used: Equal variances.
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