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The ** t-test** is any statistical hypothesis test in which the test statistic follows a Student's

A **statistical hypothesis**, sometimes called **confirmatory data analysis**, is a hypothesis that is testable on the basis of observing a process that is modeled via a set of random variables. A **statistical hypothesis test** is a method of statistical inference. Commonly, two statistical data sets are compared, or a data set obtained by sampling is compared against a synthetic data set from an idealized model. A hypothesis is proposed for the statistical relationship between the two data sets, and this is compared as an alternative to an idealized null hypothesis that proposes no relationship between two data sets. The comparison is deemed *statistically significant* if the relationship between the data sets would be an unlikely realization of the null hypothesis according to a threshold probability—the significance level. Hypothesis tests are used in determining what outcomes of a study would lead to a rejection of the null hypothesis for a pre-specified level of significance. The process of distinguishing between the null hypothesis and the alternative hypothesis is aided by identifying two conceptual types of errors. The first type occurs when the null hypothesis is falsely rejected. The second type of error occurs when the null hypothesis is falsely assumed to be true. By specifying a threshold probability ('alpha') on, e.g., the admissible risk of making a type 1 error, the statistical decision process can be controlled.

A **test statistic** is a statistic used in statistical hypothesis testing. A hypothesis test is typically specified in terms of a test statistic, considered as a numerical summary of a data-set that reduces the data to one value that can be used to perform the hypothesis test. In general, a test statistic is selected or defined in such a way as to quantify, within observed data, behaviours that would distinguish the null from the alternative hypothesis, where such an alternative is prescribed, or that would characterize the null hypothesis if there is no explicitly stated alternative hypothesis.

In probability and statistics, **Student's t-distribution** is any member of a family of continuous probability distributions that arises when estimating the mean of a normally distributed population in situations where the sample size is small and population standard deviation is unknown. It was developed by William Sealy Gosset under the pseudonym

- History
- Uses
- Assumptions
- Unpaired and paired two-sample t-tests
- Independent (unpaired) samples
- Paired samples
- Calculations
- One-sample t-test
- Slope of a regression line
- Independent two-sample t-test
- Dependent t-test for paired samples
- Worked examples
- Unequal variances
- Equal variances
- Alternatives to the t-test for location problems
- Multivariate testing
- Software implementations
- See also
- References
- Citations
- Sources
- Further reading
- External links

A *t*-test is most commonly applied when the test statistic would follow a normal distribution if the value of a scaling term in the test statistic were known. When the scaling term is unknown and is replaced by an estimate based on the data, the test statistics (under certain conditions) follow a Student's *t* distribution. The *t*-test can be used, for example, to determine if two sets of data are significantly different from each other.

In probability theory, the **normal****distribution** is a very common continuous probability distribution. Normal distributions are important in statistics and are often used in the natural and social sciences to represent real-valued random variables whose distributions are not known. A random variable with a Gaussian distribution is said to be **normally distributed** and is called a **normal deviate**.

In probability theory and statistics, a **scale parameter** is a special kind of numerical parameter of a parametric family of probability distributions. The larger the scale parameter, the more spread out the distribution.

**Data** is a set of values of subjects with respect to qualitative or quantitative variables.

The *t*-statistic was introduced in 1908 by William Sealy Gosset, a chemist working for the Guinness brewery in Dublin, Ireland. "Student" was his pen name.^{ [1] }^{ [2] }^{ [3] }^{ [4] }

In statistics, the ** t-statistic** is the ratio of the departure of the estimated value of a parameter from its hypothesized value to its standard error. It is used in hypothesis testing via Student's t-test. For example, it is used in estimating the population mean from a sampling distribution of sample means if the population standard deviation is unknown.

**William Sealy Gosset** was an English statistician. He published under the pen name **Student**, and developed the Student's t-distribution.

**Guinness** is an Irish dry stout that originated in the brewery of Arthur Guinness at St. James's Gate, Dublin, Ireland, in 1759. It is one of the most successful beer brands worldwide, brewed in almost 50 countries and available in over 120. Sales in 2011 amounted to 850 million litres (220,000,000 US gal). It is owned by Diageo.

Gosset had been hired owing to Claude Guinness's policy of recruiting the best graduates from Oxford and Cambridge to apply biochemistry and statistics to Guinness's industrial processes.^{ [2] } Gosset devised the *t*-test as an economical way to monitor the quality of stout. The *t*-test work was submitted to and accepted in the journal * Biometrika * and published in 1908.^{ [5] } Company policy at Guinness forbade its chemists from publishing their findings, so Gosset published his statistical work under the pseudonym "Student" (see Student's *t*-distribution for a detailed history of this pseudonym, which is not to be confused with the literal term * student *).

**Biochemistry**, sometimes called **biological chemistry**, is the study of chemical processes within and relating to living organisms. Biochemical processes give rise to the complexity of life.

**Statistics** is a branch of mathematics dealing with data collection, organization, analysis, interpretation and presentation. In applying statistics to, for example, a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model process to be studied. Populations can be diverse topics such as "all people living in a country" or "every atom composing a crystal". Statistics deals with all aspects of data, including the planning of data collection in terms of the design of surveys and experiments. See glossary of probability and statistics.

**Stout** is a dark beer. There are a number of variations including Baltic porter, milk stout, and imperial stout; the most common variation is dry stout, exemplified by Guinness Draught, the world's best selling stout. Stout is a top-fermented beer.

Guinness had a policy of allowing technical staff leave for study (so-called "study leave"), which Gosset used during the first two terms of the 1906–1907 academic year in Professor Karl Pearson's Biometric Laboratory at University College London.^{ [6] } Gosset's identity was then known to fellow statisticians and to editor-in-chief Karl Pearson.^{ [7] }

**Karl Pearson** HFRSE LLD was an English mathematician and biostatistician. He has been credited with establishing the discipline of mathematical statistics. He founded the world's first university statistics department at University College London in 1911, and contributed significantly to the field of biometrics and meteorology. Pearson was also a proponent of social Darwinism and eugenics. Pearson was a protégé and biographer of Sir Francis Galton.

**UCL** is a public research university located in London, United Kingdom. It is a constituent college of the federal University of London, and is the third largest university in the United Kingdom by total enrolment, and the largest by postgraduate enrolment.

Among the most frequently used *t*-tests are:

- A one-sample location test of whether the mean of a population has a value specified in a null hypothesis.
- A two-sample location test of the null hypothesis such that the means of two populations are equal. All such tests are usually called
**Student's**, though strictly speaking that name should only be used if the variances of the two populations are also assumed to be equal; the form of the test used when this assumption is dropped is sometimes called Welch's*t*-tests*t*-test. These tests are often referred to as "unpaired" or "independent samples"*t*-tests, as they are typically applied when the statistical units underlying the two samples being compared are non-overlapping.^{ [8] }

A **location test** is a statistical hypothesis test that compares the location parameter of a statistical population to a given constant, or that compares the location parameters of two statistical populations to each other. Most commonly, the location parameter of interest are expected values, but location tests based on medians or other measures of location are also used.

In inferential statistics, the **null hypothesis** is a general statement or default position that there is no relationship between two measured phenomena, or no association among groups. Testing the null hypothesis—and thus concluding that there are or are not grounds for believing that there *is* a relationship between two phenomena —is a central task in the modern practice of science; the field of statistics gives precise criteria for rejecting a null hypothesis.

In probability theory, the **expected value** of a random variable, intuitively, is the long-run average value of repetitions of the **same experiment** it represents. For example, the expected value in rolling a six-sided die is 3.5, because the average of all the numbers that come up is 3.5 as the number of rolls approaches infinity. In other words, the law of large numbers states that the arithmetic mean of the values almost surely converges to the expected value as the number of repetitions approaches infinity. The expected value is also known as the **expectation**, **mathematical expectation**, **EV**, **average**, **mean value**, **mean**, or **first moment**.

Most test statistics have the form *t* = *Z*/*s*, where *Z* and *s* are functions of the data.

*Z* may be sensitive to the alternative hypothesis (i.e., its magnitude tends to be larger when the alternative hypothesis is true), whereas *s* is a scaling parameter that allows the distribution of *t* to be determined.

As an example, in the one-sample *t*-test

where *X* is the sample mean from a sample *X*_{1}, *X*_{2}, …, *X*_{n}, of size *n*, *s* is the standard error of the mean, *σ* is the (estimate of the) standard deviation of the data, and *μ* is the population mean.

The assumptions underlying a *t*-test in its simplest form are that

*X*follows a normal distribution with mean*μ*and variance*σ*^{2}/*n**s*^{2}follows a*χ*^{2}distribution with*p*degrees of freedom under the null hypothesis, where*p*is a positive constant that depends on*n*(see below)*Z*and*s*are independent.

In the *t*-test comparing the means of two independent samples, the following assumptions should be met:

- Mean of the two populations being compared should follow a normal distribution. This can be tested using a normality test, such as the Shapiro–Wilk or Kolmogorov–Smirnov test, or it can be assessed graphically using a normal quantile plot.
- If using Student's original definition of the
*t*-test, the two populations being compared should have the same variance (testable using*F*-test, Levene's test, Bartlett's test, or the Brown–Forsythe test; or assessable graphically using a Q–Q plot). If the sample sizes in the two groups being compared are equal, Student's original*t*-test is highly robust to the presence of unequal variances.^{ [9] }Welch's*t*-test is insensitive to equality of the variances regardless of whether the sample sizes are similar. - The data used to carry out the test should be sampled independently from the two populations being compared. This is in general not testable from the data, but if the data are known to be dependently sampled (that is, if they were sampled in clusters), then the classical
*t*-tests discussed here may give misleading results.

Most two-sample *t*-tests are robust to all but large deviations from the assumptions.^{ [10] }

Two-sample *t*-tests for a difference in mean involve independent samples (unpaired samples) or paired samples. Paired *t*-tests are a form of blocking, and have greater power than unpaired tests when the paired units are similar with respect to "noise factors" that are independent of membership in the two groups being compared.^{ [11] } In a different context, paired *t*-tests can be used to reduce the effects of confounding factors in an observational study.

The independent samples *t*-test is used when two separate sets of independent and identically distributed samples are obtained, one from each of the two populations being compared. For example, suppose we are evaluating the effect of a medical treatment, and we enroll 100 subjects into our study, then randomly assign 50 subjects to the treatment group and 50 subjects to the control group. In this case, we have two independent samples and would use the unpaired form of the *t*-test. The randomization is not essential here – if we contacted 100 people by phone and obtained each person's age and gender, and then used a two-sample *t*-test to see whether the mean ages differ by gender, this would also be an independent samples *t*-test, even though the data are observational.

Paired samples *t*-tests typically consist of a sample of matched pairs of similar units, or one group of units that has been tested twice (a "repeated measures" *t*-test).

A typical example of the repeated measures *t*-test would be where subjects are tested prior to a treatment, say for high blood pressure, and the same subjects are tested again after treatment with a blood-pressure lowering medication. By comparing the same patient's numbers before and after treatment, we are effectively using each patient as their own control. That way the correct rejection of the null hypothesis (here: of no difference made by the treatment) can become much more likely, with statistical power increasing simply because the random interpatient variation has now been eliminated. Note however that an increase of statistical power comes at a price: more tests are required, each subject having to be tested twice. Because half of the sample now depends on the other half, the paired version of Student's *t*-test has only *n*/2 − 1 degrees of freedom (with *n* being the total number of observations).^{[ citation needed ]} Pairs become individual test units, and the sample has to be doubled to achieve the same number of degrees of freedom. Normally, there are *n* − 1 degrees of freedom (with *n* being the total number of observations).^{ [12] }

A paired samples *t*-test based on a "matched-pairs sample" results from an unpaired sample that is subsequently used to form a paired sample, by using additional variables that were measured along with the variable of interest.^{ [13] } The matching is carried out by identifying pairs of values consisting of one observation from each of the two samples, where the pair is similar in terms of other measured variables. This approach is sometimes used in observational studies to reduce or eliminate the effects of confounding factors.

Paired samples *t*-tests are often referred to as "dependent samples *t*-tests".

Explicit expressions that can be used to carry out various *t*-tests are given below. In each case, the formula for a test statistic that either exactly follows or closely approximates a *t*-distribution under the null hypothesis is given. Also, the appropriate degrees of freedom are given in each case. Each of these statistics can be used to carry out either a one-tailed or two-tailed test.

Once the *t* value and degrees of freedom are determined, a *p*-value can be found using a table of values from Student's *t*-distribution. If the calculated *p*-value is below the threshold chosen for statistical significance (usually the 0.10, the 0.05, or 0.01 level), then the null hypothesis is rejected in favor of the alternative hypothesis.

In testing the null hypothesis that the population mean is equal to a specified value *μ*_{0}, one uses the statistic

where is the sample mean, *s* is the sample standard deviation of the sample and *n* is the sample size. The degrees of freedom used in this test are *n* − 1. Although the parent population does not need to be normally distributed, the distribution of the population of sample means is assumed to be normal.

By the central limit theorem, if the observations are independent and the second moment exists, then will be approximately normal N(0;1).

Suppose one is fitting the model

where *x* is known, *α* and *β* are unknown, and *ε* is a normally distributed random variable with mean 0 and unknown variance *σ*^{2}, and *Y* is the outcome of interest. We want to test the null hypothesis that the slope *β* is equal to some specified value *β*_{0} (often taken to be 0, in which case the null hypothesis is that *x* and *y* are uncorrelated).

Let

Then

has a *t*-distribution with *n* − 2 degrees of freedom if the null hypothesis is true. The standard error of the slope coefficient:

can be written in terms of the residuals. Let

Then *t*_{score} is given by:

Another way to determine the *t*_{score} is:

where *r* is the Pearson correlation coefficient.

The *t*_{score, intercept} can be determined from the *t*_{score, slope}:

where *s*_{x}^{2} is the sample variance.

Given two groups (1, 2), this test is only applicable when:

- the two sample sizes (that is, the number
*n*of participants of each group) are equal; - it can be assumed that the two distributions have the same variance;

Violations of these assumptions are discussed below.

The *t* statistic to test whether the means are different can be calculated as follows:

where

Here *s _{p}* is the pooled standard deviation for

For significance testing, the degrees of freedom for this test is 2*n* − 2 where *n* is the number of participants in each group.

This test is used only when it can be assumed that the two distributions have the same variance. (When this assumption is violated, see below.) Note that the previous formulae are a special case of the formulae below, one recovers them when both samples are equal in size: *n* = *n*_{1} = *n*_{2}.

The *t* statistic to test whether the means are different can be calculated as follows:

where

is an estimator of the pooled standard deviation of the two samples: it is defined in this way so that its square is an unbiased estimator of the common variance whether or not the population means are the same. In these formulae, *n _{i}* − 1 is the number of degrees of freedom for each group, and the total sample size minus two (that is,

This test, also known as Welch's *t*-test, is used only when the two population variances are not assumed to be equal (the two sample sizes may or may not be equal) and hence must be estimated separately. The *t* statistic to test whether the population means are different is calculated as:

where

Here *s _{i}*

This is known as the Welch–Satterthwaite equation. The true distribution of the test statistic actually depends (slightly) on the two unknown population variances (see Behrens–Fisher problem).

This test is used when the samples are dependent; that is, when there is only one sample that has been tested twice (repeated measures) or when there are two samples that have been matched or "paired". This is an example of a paired difference test.

For this equation, the differences between all pairs must be calculated. The pairs are either one person's pre-test and post-test scores or between pairs of persons matched into meaningful groups (for instance drawn from the same family or age group: see table). The average (*X _{D}*) and standard deviation (

Example of repeated measures Number Name Test 1 Test 2 1 Mike 35% 67% 2 Melanie 50% 46% 3 Melissa 90% 86% 4 Mitchell 78% 91% Example of matched pairs Pair Name Age Test 1 John 35 250 1 Jane 36 340 2 Jimmy 22 460 2 Jessy 21 200

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Let *A*_{1} denote a set obtained by drawing a random sample of six measurements:

and let *A*_{2} denote a second set obtained similarly:

These could be, for example, the weights of screws that were chosen out of a bucket.

We will carry out tests of the null hypothesis that the means of the populations from which the two samples were taken are equal.

The difference between the two sample means, each denoted by *X*_{i}, which appears in the numerator for all the two-sample testing approaches discussed above, is

The sample standard deviations for the two samples are approximately 0.05 and 0.11, respectively. For such small samples, a test of equality between the two population variances would not be very powerful. Since the sample sizes are equal, the two forms of the two-sample *t*-test will perform similarly in this example.

If the approach for unequal variances (discussed above) is followed, the results are

and the degrees of freedom

The test statistic is approximately 1.959, which gives a two-tailed test *p*-value of 0.09077.

If the approach for equal variances (discussed above) is followed, the results are

and the degrees of freedom

The test statistic is approximately equal to 1.959, which gives a two-tailed *p*-value of 0.07857.

The *t*-test provides an exact test for the equality of the means of two normal populations with unknown, but equal, variances. (Welch's *t*-test is a nearly exact test for the case where the data are normal but the variances may differ.) For moderately large samples and a one tailed test, the *t*-test is relatively robust to moderate violations of the normality assumption.^{ [14] }

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. Normality of the individual data values is not required if these conditions are met. By the central limit theorem, sample means of moderately large samples are often well-approximated by a normal distribution even if the data are not normally distributed. For non-normal data, the distribution of the sample variance may deviate substantially from a *χ*^{2} distribution. However, if the sample size is large, Slutsky's theorem implies that the distribution of the sample variance has little effect on the distribution of the test statistic.

If the data are substantially non-normal and the sample size is small, the *t*-test can give misleading results. See Location test for Gaussian scale mixture distributions for some theory related to one particular family of non-normal distributions.

When the normality assumption does not hold, a non-parametric alternative to the *t*-test can often have better statistical power.

In the presence of an outlier, the t-test is not robust. For example, for two independent samples when the data distributions are asymmetric (that is, the distributions are skewed) or the distributions have large tails, then the Wilcoxon rank-sum test (also known as the Mann–Whitney *U* test) can have three to four times higher power than the *t*-test.^{ [14] }^{ [15] }^{ [16] } The nonparametric counterpart to the paired samples *t*-test is the Wilcoxon signed-rank test for paired samples. For a discussion on choosing between the *t*-test and nonparametric alternatives, see Sawilowsky (2005).^{ [17] }

One-way analysis of variance (ANOVA) generalizes the two-sample *t*-test when the data belong to more than two groups.

A generalization of Student's *t* statistic, called Hotelling's *t*-squared statistic, allows for the testing of hypotheses on multiple (often correlated) measures within the same sample. For instance, a researcher might submit a number of subjects to a personality test consisting of multiple personality scales (e.g. the Minnesota Multiphasic Personality Inventory). Because measures of this type are usually positively correlated, it is not advisable to conduct separate univariate *t*-tests to test hypotheses, as these would neglect the covariance among measures and inflate the chance of falsely rejecting at least one hypothesis (Type I error). In this case a single multivariate test is preferable for hypothesis testing. Fisher's Method for combining multiple tests with * alpha * reduced for positive correlation among tests is one. Another is Hotelling's *T*^{2} statistic follows a *T*^{2} distribution. However, in practice the distribution is rarely used, since tabulated values for *T*^{2} are hard to find. Usually, *T*^{2} is converted instead to an *F* statistic.

For a one-sample multivariate test, the hypothesis is that the mean vector (**μ**) is equal to a given vector (**μ**_{0}). The test statistic is Hotelling's *t*^{2}:

where *n* is the sample size, **x** is the vector of column means and **S** is an *m* × *m* sample covariance matrix.

For a two-sample multivariate test, the hypothesis is that the mean vectors (**μ**_{1}, **μ**_{2}) of two samples are equal. The test statistic is Hotelling's two-sample *t*^{2}:

Many spreadsheet programs and statistics packages, such as QtiPlot, LibreOffice Calc, Microsoft Excel, SAS, SPSS, Stata, DAP, gretl, R, Python, PSPP, Matlab and Minitab, include implementations of Student's *t*-test.

Language/Program | Function | Notes |
---|---|---|

Microsoft Excel pre 2010 | `TTEST(` | See |

Microsoft Excel 2010 and later | `T.TEST(` | See |

LibreOffice Calc | `TTEST(` | See |

Google Sheets | `TTEST(range1, range2, tails, type)` | See |

Python | `scipy.stats.ttest_ind(` | See |

Matlab | `ttest(data1, data2)` | See |

Mathematica | `TTest[{data1,data2}]` | See |

R | `t.test(data1, data2, var.equal=TRUE)` | See |

SAS | `PROC TTEST` | See |

Java | `tTest(sample1, sample2)` | See |

Julia | `EqualVarianceTTest(sample1, sample2)` | See |

Stata | `ttest data1 == data2` | See |

In probability theory and statistics, the **multivariate normal distribution**, **multivariate Gaussian distribution**, or **joint normal distribution** is a generalization of the one-dimensional (univariate) normal distribution to higher dimensions. One definition is that a random vector is said to be *k*-variate normally distributed if every linear combination of its *k* components has a univariate normal distribution. Its importance derives mainly from the multivariate central limit theorem. The multivariate normal distribution is often used to describe, at least approximately, any set of (possibly) correlated real-valued random variables each of which clusters around a mean value.

In probability theory and statistics, the **chi-squared distribution** with k degrees of freedom is the distribution of a sum of the squares of k independent standard normal random variables. The chi-square distribution is a special case of the gamma distribution and is one of the most widely used probability distributions in inferential statistics, notably in hypothesis testing or in construction of confidence intervals. When it is being distinguished from the more general noncentral chi-squared distribution, this distribution is sometimes called the **central chi-squared distribution**.

The **power** of a binary hypothesis test is the probability that the test rejects the null hypothesis (H_{0}) when a specific alternative hypothesis (H_{1}) is true. The statistical power ranges from 0 to 1, and as statistical power increases, the probability of making a type II error (wrongly failing to reject the null) decreases. For a type II error probability of β, the corresponding statistical power is 1 − β. For example, if experiment 1 has a statistical power of 0.7, and experiment 2 has a statistical power of 0.95, then there is a stronger probability that experiment 1 had a type II error than experiment 2, and experiment 2 is more reliable than experiment 1 due to the reduction in probability of a type II error. It can be equivalently thought of as the probability of accepting the alternative hypothesis (H_{1}) when it is true—that is, the ability of a test to detect a specific effect, if that specific effect actually exists. That is,

A ** Z-test** is any statistical test for which the distribution of the test statistic under the null hypothesis can be approximated by a normal distribution. Because of the central limit theorem, many test statistics are approximately normally distributed for large samples. For each significance level, the

In statistics, an **effect size** is a quantitative measure of the magnitude of a phenomenon. Examples of effect sizes are the correlation between two variables, the regression coefficient in a regression, the mean difference, or even the risk with which something happens, such as how many people survive after a heart attack for every one person that does not survive. For most types of effect size, a larger absolute value always indicates a stronger effect, with the main exception being if the effect size is an odds ratio. Effect sizes complement statistical hypothesis testing, and play an important role in power analyses, sample size planning, and in meta-analyses. They are the first item (magnitude) in the MAGIC criteria for evaluating the strength of a statistical claim. Especially in meta-analysis, where the purpose is to combine multiple effect sizes, the standard error (S.E.) of the effect size is of critical importance. The S.E. of the effect size is used to weigh effect sizes when combining studies, so that large studies are considered more important than small studies in the analysis. The S.E. of the effect size is calculated differently for each type of effect size, but generally only requires knowing the study's sample size (*N*), or the number of observations in each group.

In statistics, a **studentized residual** is the quotient resulting from the division of a residual by an estimate of its standard deviation. Typically the standard deviations of residuals in a sample vary greatly from one data point to another even when the errors all have the same standard deviation, particularly in regression analysis; thus it does not make sense to compare residuals at different data points without first studentizing. It is a form of a Student's t-statistic, with the estimate of error varying between points.

In probability theory and statistics, the **continuous uniform distribution** or **rectangular distribution** is a family of symmetric probability distributions such that for each member of the family, all intervals of the same length on the distribution's support are equally probable. The support is defined by the two parameters, *a* and *b*, which are its minimum and maximum values. The distribution is often abbreviated *U*(*a*,*b*). It is the maximum entropy probability distribution for a random variable *X* under no constraint other than that it is contained in the distribution's support.

**Sample size determination** is the act of choosing the number of observations or replicates to include in a statistical sample. The sample size is an important feature of any empirical study in which the goal is to make inferences about a population from a sample. In practice, the sample size used in a study is determined based on the expense of data collection, and the need to have sufficient statistical power. In complicated studies there may be several different sample sizes involved in the study: for example, in a stratified survey there would be different sample sizes for each stratum. In a census, data are collected on the entire population, hence the sample size is equal to the population size. In experimental design, where a study may be divided into different treatment groups, this may be different sample sizes for each group.

In statistics, **simple linear regression** is a linear regression model with a single explanatory variable. That is, it concerns two-dimensional sample points with one independent variable and one dependent variable and finds a linear function that, as accurately as possible, predicts the dependent variable values as a function of the independent variables. The adjective *simple* refers to the fact that the outcome variable is related to a single predictor.

As with other probability distributions with noncentrality parameters, the **noncentral t-distribution** generalizes a probability distribution – Student's

In statistics, the **Durbin–Watson statistic** is a test statistic used to detect the presence of autocorrelation at lag 1 in the residuals from a regression analysis. It is named after James Durbin and Geoffrey Watson. The small sample distribution of this ratio was derived by John von Neumann. Durbin and Watson applied this statistic to the residuals from least squares regressions, and developed bounds tests for the null hypothesis that the errors are serially uncorrelated against the alternative that they follow a first order autoregressive process. Later, John Denis Sargan and Alok Bhargava developed several von Neumann–Durbin–Watson type test statistics for the null hypothesis that the errors on a regression model follow a process with a unit root against the alternative hypothesis that the errors follow a stationary first order autoregression. Note that the distribution of this test statistic does not depend on the estimated regression coefficients and the variance of the errors.

In probability theory and statistics, the **normal-gamma distribution** is a bivariate four-parameter family of continuous probability distributions. It is the conjugate prior of a normal distribution with unknown mean and precision.

In statistics, **D’Agostino’s K^{2} test**, named for Ralph D'Agostino, is a goodness-of-fit measure of departure from normality, that is the test aims to establish whether or not the given sample comes from a normally distributed population. The test is based on transformations of the sample kurtosis and skewness, and has power only against the alternatives that the distribution is skewed and/or kurtic.

**Tukey's range test**, also known as the **Tukey's test**, **Tukey method**, **Tukey's honest significance test**, or **Tukey's HSD test**, is a single-step multiple comparison procedure and statistical test. It can be used on raw data or in conjunction with an ANOVA to find means that are significantly different from each other. Named after John Tukey, it compares all possible pairs of means, and is based on a studentized range distribution (*q*). The Tukey HSD tests should not be confused with the Tukey Mean Difference tests.

In statistics, the **Jarque–Bera test** is a goodness-of-fit test of whether sample data have the skewness and kurtosis matching a normal distribution. The test is named after Carlos Jarque and Anil K. Bera. The test statistic *JB* is defined as

In statistics and probability theory, the **nonparametric skew** is a statistic occasionally used with random variables that take real values. It is a measure of the skewness of a random variable's distribution—that is, the distribution's tendency to "lean" to one side or the other of the mean. Its calculation does not require any knowledge of the form of the underlying distribution—hence the name nonparametric. It has some desirable properties: it is zero for any symmetric distribution; it is unaffected by a scale shift; and it reveals either left- or right-skewness equally well. Although its use has been mentioned in older textbooks it appears to have gone out of fashion. In statistical samples it has been shown to be less powerful than the usual measures of skewness in detecting departures of the population from normality.

In statistics, **almost sure hypothesis testing** or **a.s. hypothesis testing** utilizes almost sure convergence in order to determine the validity of a statistical hypothesis with probability one. This is to say that whenever the null hypothesis is true, then an a.s. hypothesis test will fail to reject the null hypothesis w.p. 1 for all sufficiently large samples. Similarly, whenever the alternative hypothesis is true, then an a.s. hypothesis test will reject the null hypothesis with probability one, for all sufficiently large samples. Along similar lines, an a.s. confidence interval eventually contains the parameter of interest with probability 1. Dembo and Peres (1994) proved the existence of almost sure hypothesis tests.

- ↑ Mankiewicz, Richard (2004).
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missing title (help).*Numerical Recipes in C: The Art of Scientific Computing*. Cambridge University Press. p. 616. ISBN 0-521-43108-5. Archived from the original (PDF) on 2015-11-28.

- Boneau, C. Alan (1960). "The effects of violations of assumptions underlying the
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Wikiversity has learning resources about t-test |

- Hazewinkel, Michiel, ed. (2001) [1994], "Student test",
*Encyclopedia of Mathematics*, Springer Science+Business Media B.V. / Kluwer Academic Publishers, ISBN 978-1-55608-010-4 - A conceptual article on the Student's
*t*-test - Econometrics lecture (topic: hypothesis testing) on YouTube by Mark Thoma

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