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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 ...
In statistics, Welch's t-test, or unequal variances t-test, is a two-sample location test which is used to test the (null) hypothesis that two populations have equal means. It is named for its creator, Bernard Lewis Welch , and is an adaptation of Student's t -test , [ 1 ] and is more reliable when the two samples have unequal variances and ...
The Student's t distribution plays a role in a number of widely used statistical analyses, including Student's t test for assessing the statistical significance of the difference between two sample means, the construction of confidence intervals for the difference between two population means, and in linear regression analysis.
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 test is named after Frank Wilcoxon (1892–1965) who, in a single paper, proposed both it and the rank-sum test for two independent samples. [3] The test was popularized by Sidney Siegel (1956) in his influential textbook on non-parametric statistics. [4] Siegel used the symbol T for the test statistic, and consequently, the test is ...
Typically, however, the one-way ANOVA is used to test for differences among at least three groups, since the two-group case can be covered by a t-test (Gosset, 1908). When there are only two means to compare, the t-test and the F-test are equivalent; the relation between ANOVA and t is given by F = t 2. An extension of one-way ANOVA is two-way ...
A paired difference test is designed for situations where there is dependence between pairs of measurements (in which case a test designed for comparing two independent samples would not be appropriate). That applies in a within-subjects study design, i.e., in a study where the same set of subjects undergo both of the conditions being compared.
A univariate special case can be found in Welch's t-test. More robust and powerful tests than Hotelling's two-sample test have been proposed in the literature, see for example the interpoint distance based tests which can be applied also when the number of variables is comparable with, or even larger than, the number of subjects. [9] [10]