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COMSIG REVIEW
Volume 4 • Number 2 • July 1995 37
THE t TEST
UGONI / WALKER
An example of this is shown below in figure 2, where data. To simplify this, let us assume that the ESR is
1000 (simulated) studies each randomly selected 20 normally distributed (with mean µ and standard
people and calculated the mean ESR. The histogram deviation σ). The distribution of means (and the raw
shows the (simulated) distribution of the mean ESR. data) would look like
Figure 2 Figure 4
90 91 92 93 94 95 96 97 98 99 100
If we were to perform an infinite number of We have now described the two extremes of study
polymyalgia rheumatica studies, and we knew the design. The first study samples everybody in the
population standard deviation (σ) of polymyalgia population of interest, and the second study samples
rheumatica, the Central Limit Theorem (2) tells us only one person from the population of interest. The 2
that the distribution of sample means will have a distributions of means are superimposed in figure 5
normal distribution. below (unbroken lines). Intuitively, then, it follows
that the distribution of means from a sample size of
This may be seen conceptually in the following way. size n (n is greater than 1, but less than the population
size), should be somewhere between the extremes
Suppose our study design was to sample everybody in (broken line).
the population with polymyalgia rheumatica and
calculate the mean ESR. If we were to repeat this Figure 5
study design an infinite number of times, the
distribution of means would look like
Figure 3
∑ (x - x)
2 s =
n-1
99 where s denotes the sample standard deviation
where x = sample mean The SE of the mean can then be estimated by
x = mean of the sample means s
SE =
This is simply a manipulation of the usual formula for n
the sample standard deviation of observed data.
When this is the case, the Central Limit Theorem does
In the everyday of clinical research, however, we have not apply any more. When the underlying data are
enough trouble gaining funding for one study let alone normally distributed, however, the statistic
100, so performing several identical studies is x−µ
=
*
certainly out of the question. Fortunately, a result
exists that allows us to calculate the standard deviation
t s n
of the means.
has a t distribution. This distribution is defined by 1
parameter, called the ‘degrees of freedom’.
Note: The term ‘Standard Deviation’ is usually
reserved for use when discussing the spread of data on
Need for the t distribution stems from the fact that we
individuals. When referring to the mean, we call the
have had to estimate the standard deviation, throwing
standard deviation of the means, the standard error
extra variability into the problem. We penalise
(SE) of the means.
ourselves for this by using the t distribution instead of
the normal distribution.
If we know the standard deviation (σ) of the data that
the sample was drawn from, and if the sample size is In our previous paper (1), we highlighted the point
of size ‘n’, the SE of the mean is that to obtain probabilities for an observation when
σ using the normal distribution, we need to know how
SE = many standard deviations from the mean the
n observation lies. When looking at means instead of
Thus observations, we are interested in the number of SE’s
σ the sample mean lies from the population mean. t*
X ~ N( µ, )
n does just that. Once t* is known, we can then compare
this to the t distribution to calculate probabilities.
Or, in words: The sample mean has a normal
distribution. The mean of these means is equal to the ONE SAMPLE t TEST
population mean (µ), and the standard error (standard
σ In a previous paper (3), the concept of an hypothesis
deviation of the means) is equal to .
n was introduced. The one sample t test is concerned
with making inference regarding a population mean.
This result can be used to answer questions of the For example, suppose you were interested in testing
following nature: the hypothesis that the average ESR for polymyalgia
rheumatica was 95 mm/hr (µ). To show this, you
Polymyalgia rheumatica in (population X) is normally would need to randomly select ‘n’ (say 100) people
distributed with mean (95 mm/hr) and standard with polymyalgia rheumatica. From this sample we
deviation (20 mm/hr). A sample of size 15 is to be obtain 2 statistics. The sample mean x , and the
randomly selected and the mean ESR is to be sample standard deviation (s) which will yield the SE
calculated. What is the probability that the sample s
mean will be less than 80 mm/hr ? ( )
n
It is rarely the case that we know what the population When testing an hypothesis, we always assume the
standard deviation (σ) is, and usually need to estimate hypothesis is correct. We now want to know what the
it with the following
probability of our observed sample mean ( x ) or
something more extreme occurring is.
COMSIG REVIEW
Volume 4 • Number 2 • July 1995 39
THE t TEST
UGONI / WALKER
Figure 6
x −x
1 2
2P( X > x )
required is to find the SE of x −x .
1 2
This in itself
can be derived using different assumptions (5), and
will not be discussed here.
Where X denotes the random variable (the thing
which can vary from study to study) and x denotes The reader should be able to see that we have
the actual observation. The extra factor of ‘2’, is
needed to perform a 2 sided test (4). a sample mean x −x
1 2
an hypothesised mean µ1 - µ2 = 0
By calculating the number of standard errors the a standard error
sample mean lies from the hypothesised mean (t*), we
are able to obtain the probability P( X > x ), by The p-value can then be derived using the same
comparing t* to the appropriate t distribution. Having method as with the one sample t test. That is,
multiplied this probability by ‘2’, we have then calculate the number of SE’s the sample mean lies
calculated the 2 sided p-value (4). from the hypothesised mean, and compare this t
statistic to the appropriate t distribution.
Common practice is to reject the hypothesis when the
p-value is less than 0.05, and not reject it when the p- CONCLUSION
value is greater than 0.05.
t distributions help us decide if a mean is different
The concept of a p-value and its interpretation are from a known standard value.
discussed in (3) and will not be re discussed here.
When reading the literature it is important to
TWO SAMPLE t TEST understand the meaning of t distributions and how
they differ from other important distributions.
This is more common a scenario than the one sample t
test. REFERENCES
Usually we want to compare the means of 2 groups. 1. Ugoni A, Walker BF. An Introduction to
For example, the mean of a treatment group and the Probability Distributions. COMSIG Review
mean of a control group for polymyalgia rheumatica. 1995; 4(1):Pages 16-23.
The hypothesis tested here, is the hypothesis stated in 2. Dawson-Saunders B., Trapp RG. Basic and
(3) ie. ‘Nothing Happens’, or the means in the 2 Clinical Biostatistics. Connecticut: Prentice-
groups are equal to each other. If we denote the mean Hall, 1990: 84-86.
of the treatment group by µ1 and the mean of the 3. Ugoni A. On the Subject of Hypothesis Testing.
control group by µ2, then the hypothesis that we want COMSIG Review 1993; 2(2): 45-48.
to test is 4. Zar J. H. Biostatistical Analysis. New Jersey:
New Jersey 1984: 97-101.
µ1 - µ2 = 0
5. Zar J. H. Biostatistical Analysis. New Jersey:
the study design would be to take a random sample of New Jersey 1984: 126-137.
n1 people who have treatment, and a random sample
of n2 people who act as controls, and calculate the
difference between the sample means by
COMSIG REVIEW
40 Volume 4 • Number 2 • July 1995