PY1PR1 lecture 4: Comparing

two sample means

Dr David Field

Comparing two samples

Researchers often begin with a hypothesis that
two sample means will be different from each
other
In practice, two sample means will almost always
be slightly different from each other
Therefore, statistics are used to decide whether
the observed difference between two samples is
meaningful or not
To do this, we test the null hypothesis that the two
samples were both drawn randomly from the
same population

Test statistics
To test the null hypothesis we need to quantify the strength
of the evidence against it
This is done using test statistics
when the test statistic is larger, there is more evidence against the
null hypothesis

What makes test statistics different from other statistics is

that they have known probability distributions when the null
hypothesis is true
we know the p of a test statistic of 1 or >1 occurring purely due to
sampling variation from a null distribution
the p of a test statistic of 2 or > 2 will be lower than the p of a test
statistic of >1
if the p of the test statistic occurring purely due to sampling
variation is < 0.05 (5%) the null hypothesis is rejected

Test statistics with known probability distributions under the

null hypothesis include z, t, r, and chi-square
Mean, Median, SD are not test statistics

Confidence intervals as a test

Lecture 2 explained how to calculate a 95%
confidence interval around a single sample mean
this was achieved using the SE of an inferred sampling
distribution of the mean
collecting two samples and calculating two separate
confidence intervals establishes that the two samples are
from different populations if the confidence intervals do not
overlap
but it does not allow a conclusion to be reached when the
confidence intervals do overlap

To calculate a test statistic to directly test the null

hypothesis we need to consider a slightly different
sampling distribution
the sampling distribution of the difference between two
means

Sampling distribution of the difference

between two means
Normally, you are only able to measure 2 samples
and calculate 2 means and the difference between
them
But test statistics are based on properties of an
assumed underlying sampling distribution of the
difference between two means
The best way to understand test statistics is to
consider unusual or artificial examples where full
population data and sampling distributions are
available
Therefore.

The two populations

UK

Greek
Mean 4.0
SD 0.4

750

Mean 4.5
SD 0.8

500

250

Cat weight (Kg)

Cat weight (Kg)

Small sample
size (N = 5)

Large
sample size
(N = 12)

Weights of British cats

(Kg)

Weights of Greek cats

(Kg)

Mean

SD

SE

Mean

SD

SE

4.1

0.5

0.23

3.9

0.1

0.06

4.9

0.6

0.29

4.4

0.5

0.21

5.2

1.1

0.49

3.7

0.3

0.13

4.1

0.8

0.23

4.1

0.2

0.07

4.6

0.6

0.18

3.9

0.4

0.10

4.7

0.5

0.15

3.8

0.3

0.10

Small sample
size (N = 5)

Large
sample size
(N = 12)

Weights of British cats

(Kg)

Weights of Greek cats

(Kg)

Mean

SD

SE

Mean

SD

SE

4.1

0.5

0.23

3.9

0.1

0.06

4.9

0.6

0.29

4.4

0.5

0.21

5.2

1.1

0.49

3.7

0.3

0.13

4.1

0.8

0.23

4.1

0.2

0.07

4.6

0.6

0.18

3.9

0.4

0.10

4.7

0.5

0.15

3.8

0.3

0.10

Sampling distribution of the difference

between two means
Take a large number of samples of 5 cats from
the UK population
Arrange the samples in pairs and for each pair
calculate the difference between the two means
Half the differences will be negative and half of them
will be positive
Therefore the mean of this sampling distribution will
be zero. This differs from the sampling distribution of
a single sample mean, which has a mean equal to
the underlying population mean
The sampling distribution of the difference between
two means will be normally distributed

ORIGINAL DISTRIBUTION is the population frequency distribution of

weight differences between pairs of individual cats
Black solid curves are sampling distributions of weight differences
between 2 sample means, for samples of of 4, 16, and 64 cats

Standard error of the difference between two

sample means

SE =

1
N1

1
N2

(sigma) means the SD of the population of difference

scores
N1 and N2 are the two sample sizes
the formula allows the SE of the sampling distribution to be
calculated when the two samples differ in size

Like the SE of a single sample mean, this SE gets smaller

as N increases and gets smaller as the SD gets smaller
Smaller SE makes it easier to reject null hypothesis

SE of the difference between mean Kg for two

samples of 5 UK cats

0.506 Kg = 0.8

1
5

1
5

1/5 (or 1/2, or 1/3, or 1/20) is a number less than 1

The square root makes the number larger, but
never makes it greater than 1
So, the population SD gets multiplied by a number
smaller than 1, which is why the SE is always
smaller than the SD of the population

Weights of British cats

(Kg)
Mean
Small sample
size (N = 5)

SD

SE

4.1

0.5

0.23

4.9

0.6

0.29

5.2

1.1

0.49

3.6

0.7

0.30

Remember that in this theoretical

example we know that both
samples are from the same
population, and the purpose is to
calculate the p of a difference this
big or bigger occurring when that is
the case

For the highlighted

pair of samples the
difference between
the means is 0.5Kg
What percentage of
sample pairs have a
difference of 0.5Kg
or larger?
If we expressed the
difference of 0.5Kg
in units of SE we
could answer that
question
This is because the
converted score is a
Z score

Converting the difference between 2 sample

means to a Z score
The difference
between the means

0.5

Z =
0.8

1
5

Z = 0.99

1
5

The SE
formula

16.1% of the total area under

the normal curve corresponds to
values of 0.99 or greater
16.1% of differences between
means of sample size 5 will
have Z scores greater than 0.99

From Z back to Kg
So, 16.1% of differences between pairs of
samples of N=5 drawn from the population of UK
cats will be 0.5Kg or larger
This is the same as saying the probability of a
single comparison producing a difference of 0.5Kg
or greater is 16.1%

What if the population SD () is unknown?

Usually, researchers only have two samples to
compare, and the population parameters are
unknown.
In this situation the sample SD is used instead of
the population SD, and the SE formula is modified

SE =

SD12 SD22
+
N1
N2

Weights of British cats

(Kg)
Mean
Small sample
size (N = 5)

SD

SE

4.1

0.5

0.23

4.9

0.6

0.29

5.2

1.1

0.49

3.6

0.7

0.30

For the highlighted

pair of samples the
mean difference is
0.5Kg
The sample SDs will
be used in the
modified formula
instead of the
unknown population
SD

Converting the difference between 2 means

to a Z score when is unknown

0.5

Z =
0.52
5
1.29 =

0.72
+
5
0.5
0.38

How much evidence is there against the null

hypothesis?
9.8% of Z statistics are > 1.29, so we would not conclude
that the two samples of cats are from different countries if
we used the 5% cut off
In this example, we know that the two samples were from
the same population, so we can verify that this was the
correct conclusion
On the other hand, if two samples had a mean difference
of 0.8Kg, then assuming the sample SDs remain the
same, the resulting Z statistic would be 2.07
Only 1.9% of Z statistics are greater than 2.07, and if we
didnt know that the two samples came from the same
population we would reject the null hypothesis, and by
doing so commit a Type I error

Small sample
size (N = 5)

Large
sample size
(N = 12)

Weights of British cats

(Kg)

Weights of Greek cats

(Kg)

Mean

SD

SE

Mean

SD

SE

4.1

0.5

0.23

3.9

0.1

0.06

4.9

0.6

0.29

4.4

0.5

0.21

5.2

1.1

0.49

3.7

0.3

0.13

4.1

0.8

0.23

4.1

0.2

0.07

4.6

0.6

0.18

3.9

0.4

0.10

4.7

0.5

0.15

3.8

0.3

0.10

The Z score of the difference between

samples of 5 UK and 5 Greek cats

Z =

4.1 3.7
0.52
5

1.53 =

0.32
+
5
0.4
0.26

How much evidence is there against the null

hypothesis?
6.3% of Z statistics are > 1.53, so we would be unable to
conclude that the two samples of cats are from different
countries if we used the 5% cut off
In this example we know that the two samples were from
different populations, so we have committed a Type II error
by failing to reject the null hypothesis
Type II errors like this are common when the sample size
is small

The Z score of the difference between

samples of 12 UK and 12 Greek cats

Z =

4.6 4.1
0.62
12

2.73 =

0.22
+
12
0.5
0.18

How much evidence is there against the null

hypothesis?
0.032% of Z statistics are > 2.73, so we would be
conclude that the two samples of cats are from different
countries if we used the 5% cut off
In this example we know that the two samples were from
different populations, so we have correctly rejected the null
hypothesis

Important caveat
What I have described today is called a Z test
But, the formula for estimating the SE of the difference
between 2 means used in the Z test is only accurate when
the individual sample sizes are 30 or more
This is because the estimate of the population SD is not accurate

There is a different test that uses an accurate estimate of

the SE when sample size is less than 30
the t test, which is covered in the next lecture

Because the t test produces the same results as the Z test

when the sample size is >30 computer programs like
SPSS generally only give the option of a t test
Both tests work on the same principle, but the Z test is less
complicated and easier to understand

General principle of test statistics

test statistic

variation in the DV due to the IV

other variation in the data (error)

All test statistics have known probability distributions when

variation in the DV due to the IV is zero (i.e. the null hyp is
true)
Z has the distribution of the standard normal distribution
Other test statistics have different shaped distributions,
and different calculation formulas, but the general principle
for converting the test statistic to a p value is the same.

List of statistical terms for revision

This lecture made use of terms introduced in
previous lectures, and only introduced one new
term
sampling distribution of the difference between two
means