F-test 和 t- test 小总结

如题所述

第1个回答  2022-07-03

From last time we know t-test is used for comparing the mean of 2-level categorical variable and ANOVA is used for comparing the mean value of a 3-level categorical variable or more.

Question:

However, there is a question bugs me, why both T-test and ANOVA are comparing the mean value, but** one P-value comes from the t-test and the other P-value is derived from the F-test**?

Pexels / Pixabay[/caption]

I did a bit research into this and discussed with little Rain, then we found out the key relation to answer is the equivalence of F and t-test.

The hidden reason is when pair of the sample are normally distributed then the ratios of variance of sample in each pair will always follow the same distribution . Therefore, the t-test and F-test generate the same p-values.

We want to know if the blood pressure medication has changed the blood pressure for 15 patients after 6 months.

As we can see the F-test and t-test have the same P-value = 0.0127.

I used SAS to generate a graph:

Except for , I summarized a table for F-test and t-test.

The mean value of the two groups are the same.
The mean value = n0.

The mean value of three or more groups are the same.
N1=N2=N3…

The Standard deviation is not known and Sample size is small.
F-test Features:
The variance of the normal populations is not known.

1.Compare mean value of two groups.
2.Compare mean value of a group with a particular number.

相关了解……

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