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A test for comparing the means of two samples, or the mean of one sample (or even parameter estimates) with a specified value; also known as the "Student t-test" after the pseudonym of its inventor.

11 votes
2 answers
897 views

In what settings would confidence intervals not get better as sample size increases?

In a blog post, I have found the claim that "I believe WG Cochrane the first point out (roughly 1970′s) that with confidence intervals in an observational setting, small sample sizes result i …
9 votes
Accepted

Bayesian alternative or complement to the Student t-test

Two come to mind. Morey and Rouder present "Bayesian t tests for accepting and rejecting the null hypothesis". The reference paper is here, there is a handy web interface, and an R package. There are …
jona's user avatar
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3 votes
Accepted

Designing Frequentist A/B Experiments

There are two questions here: What should one establish before an experiment? What is the relationship between $\alpha$, $\beta$, effect size and study size? The two are separate, because you can …
jona's user avatar
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0 votes
Accepted

T-Testing, test if one average exceeds another at the 5% level

First, consider what kind of t-test you want to use. There is the unpaired two-t-test, comparing two unmatched, independent samples; the two-sample paired t-test, comparing two matching samples (such …
jona's user avatar
  • 1,844
1 vote

Did I pick the right t-test based on the results from the F-test?

First, go here and read the whole exchange. Then, consider that in orthodox hypothesis testing, we never accept a hypothesis - such as the hypothesis of equal variances - we only fail to reject such …
Community's user avatar
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1 vote

How to test my hypothesis?

The "orthodox" solution would be a 2x2 ANOVA, with team vs. individual as within (repeated-measures) factor, and nationality as a between factor. You would be interested in the interaction between the …
jona's user avatar
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0 votes

What does p-value mean in R?

The p-value tells you the probability of the under the null hypothesis. The null hypothesis can be a wide range of things, but using your example, in the first case, it is: sample 1 and sample 2 repr …
jona's user avatar
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