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statistik:t-test [2012/04/22 21:44] – angelegt phreazer | statistik:t-test [2014/02/11 20:49] (current) – external edit 127.0.0.1 | ||
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- | ====== | + | ====== |
- | 2 unabhängige Stichproben | + | ===== 2 unabhängige Stichproben |
- | Verschiedene Samplegrößen, | + | ==== Unbekannte Varianz ==== |
+ | |||
+ | === Verschiedene Samplegrößen, | ||
$$ t = \frac{\bar{X_1}-\bar{X_2}}{S_{X_1 X_2} * \sqrt{\frac{1}{n_1}+\frac{1}{n_2}}} $$ | $$ t = \frac{\bar{X_1}-\bar{X_2}}{S_{X_1 X_2} * \sqrt{\frac{1}{n_1}+\frac{1}{n_2}}} $$ | ||
- | Verschiedene Samplegrößen, | + | |
+ | $$ S_{X_1 X_2} = \sqrt{\frac{(n_1-1)S^2_{X_1} + (n_2-1)S^2_{X_2}}{n_1+n_2-2}} $$ | ||
+ | |||
+ | |||
+ | === Verschiedene Samplegrößen, | ||
$$ t = \frac{\bar{X_1}-\bar{X_2}}{s_{\bar{X_1}-\bar{X_2}}} $$ | $$ t = \frac{\bar{X_1}-\bar{X_2}}{s_{\bar{X_1}-\bar{X_2}}} $$ | ||
+ | |||
+ | $$ s_{\bar{X_1}-\bar{X_2}} = \sqrt{\frac{s^2_1}{n_1}+\frac{s^2_2}{n_2}} $$ | ||
+ | |||
+ | ==== Bekannte Varianz ==== | ||
+ | |||
+ | $$ z_0 = \frac{\bar{X_1}-\bar{X_2}}{\sqrt{\frac{o^2_1}{n_1}+\frac{o^2_2}{n_2}}} $$ | ||
+ | |||
+ | |||
+ | ==== Beispiel ==== | ||
+ | |||
+ | $$ t = \frac{\bar{X_1}-\bar{X_2}-\omega_0}{S_{X_1 X_2} * \sqrt{\frac{1}{n_1}+\frac{1}{n_2}}} $$ | ||
+ | |||
+ | Für $n_1 = n_2$ und $\omega_0 = 0$ | ||
+ | |||
+ | $$ t = \frac{\bar{X_1}-\bar{X_2}}{S_{X_1 X_2} * \sqrt{\frac{2}{n}}} $$ | ||
+ | |||
+ | $$ n_{res} = 2*(\frac{S_{X_1 X_2}*t}{\bar{X_1}-\bar{X_2}})^2 $$ | ||
+ | |||
+ | $$ df = n_1 + n_2 - 2 $$ | ||
+ | $$ t = t(\alpha, | ||
+ | |||
+ | |||
+ | ^ n ^ df (2n-2) | ||
+ | | 1 | 0 | ... | ... | -... | | ||
+ | | ... | ... | ... | ... | kleinstes $| \delta |$ | |