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Unequal Variances
27 - 1
The General Situation
Earlier we tested hypotheses about two
population means, based on data from two
independent samples under the assumption that
the two populations had the same variance.
s 2
n1 1s n2 1s
2
1
2
2
p
n1 1 n2 1
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We then tested the null hypothesis:
H0 : 1= 2 vs. H1: 1 2
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What if 12 22
If the two population variances are not the same,
then they are estimated separately and:
2 2
Var ( x1 x2 ) 1 2
n1 n2
is estimated by:
s2 s 2
1 2
n1 n
2
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When we have two independent random samples
from two different populations and there is evidence
that the two population variances differ, i.e.
12 22, then we can base a test about the
difference between the population means 1 and 2
on the following:
x1 x2
t t( f )
2 2
s s
1
2
n1 n2
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To deal with 12 22, we are adjusting the
degrees of freedom in order to obtain a better
approximation than would otherwise be the case.
This adjustment requires that we calculate:
2
s 2
s
2
1 2
f n1 n2
2
2 2
s1
2
s2
2
n1 n2
n1 1 n2 1
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Example
Independent random samples were taken from
populations of histidine levels for males and
females. The measurements were approximately
normally distributed .
The statistics from the two samples were:
Males Females
n 5 10
s 300.8 153.2
s2 15,291.7 2,484.62
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Test the hypothesis H0: M = F vs. H1: M F
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5. The critical region: Reject if t is not between
t0.975(f), where
2
15, 291.7 2, 484.6
5 10
f 2 2
2
15, 291.7 2, 484.6
5 10
5 1 10 1
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6. The result: 300.8 153.2
t
15, 291.7 2, 486.6
5 10
147.6
t 2.57
57.50
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99% Confidence Interval
s12 s22 s12 s22
C x1 x2 t1 / 2 ( f ) 1 2 x1 x2 t1 / 2 ( f ) 0.99
n1 n2 n1 n2
s12 s22
3, 306.8
for which n1 n2
f = 5, t0.995(5) = 4.0321
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We have
C 300.8 153.2 4.0321 3,306.8 1 2 300.8 153.2 4.0321 3,306.8 0.99
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Example: Am J Public Health, 1996;Oct:1436
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Example: Am J Public Health, 1999;Dec:1692
Table 1 in the article by Sargent JD et al provides data
on blood lead levels for samples from two communities.
Providence Worcester
(1) (2)
n 136 153
x 6.7 5.4
SD 2.06 1.10