Understanding the Power of a t-Test

In summary, the non-central t-distribution is used as a test of a special alternative hypothesis where the variable X is normally distributed around a non-zero value (delta) instead of around 0 as in the null hypothesis. This distribution is derived from the independent random variables X and Y, with Y being chi-squared distributed and X being normally distributed with non-centrality parameter delta. The power of the test is determined by the probability of rejecting the null hypothesis when the alternative is true, and in this case, the alternative is represented by the non-central t distribution.
  • #1
Mogarrr
120
6
I'm looking over my notes, and I'm puzzled by this non-central t-distribution, and why it is the alternative hypothesis.

Non-central t-distribution: If [itex] X \sim (\delta, 1) [/itex] and [itex] Y \sim \chi^2_{r}[/itex], in addition if X and Y are independent random variables, then [itex] \frac {X}{\sqrt{\frac {Y}{r}}}[/itex] has a t-distribution with non-centrality parameter, [itex] \delta [/itex]

[itex] \frac {\frac {\bar{X} - \mu}{\frac {\sigma}{\sqrt{n}}}}{\sqrt{\frac {(n-1)s^2}{\sigma^2 (n-1)}}} = \frac {\bar{X} - \mu_0}{\frac {s}{\sqrt{n}}} \sim t_{\delta = \frac {\bar{X} - \mu}{\frac {\sigma}{\sqrt{n}}}}[/itex]

[itex]H_0 : \mu = \mu_0 [/itex], [itex]H_1 : \mu \neq \mu_0 [/itex]

[itex] 1 - \beta = P(\frac {|\bar{X} - \mu_0|}{\frac {s}{\sqrt{n}}} > t_{1 - \frac {\alpha}2} | \delta = \frac {\mu - \mu_0}{\frac {\sigma}{\sqrt{n}}}, n-1) [/itex]


I do see that the general form for the power of a test is P{null is rejected | alternative is true}, but why is it that the alternative hypothesis is this crazy looking distribution?
 
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  • #2
The noncentral t distribution arises as you are testing a special alternative, namely that X is distributed normally around delta, and not around 0 as in the null hypothesis.
 

1. What is a t-test and how is it used in scientific research?

A t-test is a statistical test used to determine if there is a significant difference between the means of two groups. It is commonly used in scientific research to compare the results of two experimental conditions or to determine if a treatment has had a significant effect on a particular outcome.

2. What are the assumptions that need to be met for a t-test to be valid?

There are three main assumptions that need to be met for a t-test to be valid: 1) the data must be normally distributed, 2) the variances of the two groups being compared should be equal, and 3) the observations within each group should be independent.

3. How do you interpret the results of a t-test?

The results of a t-test are typically presented in the form of a p-value. This value represents the probability of obtaining the observed results if there is no true difference between the two groups. A p-value less than 0.05 is typically considered significant, indicating that there is a low probability of obtaining these results by chance alone.

4. Is a t-test the only statistical test that can be used to compare means?

No, there are other statistical tests that can be used to compare means, such as ANOVA (analysis of variance) and non-parametric tests like the Wilcoxon rank-sum test. The choice of test depends on the specific research question and the type of data being analyzed.

5. Can a t-test be used for more than two groups?

Yes, there are different types of t-tests that can be used for more than two groups, such as the one-way ANOVA or the two-way ANOVA. These tests are used to compare means across multiple groups and can also account for other factors or variables that may influence the outcome being measured.

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