In article <[EMAIL PROTECTED]>, jackson marshmallow <[EMAIL PROTECTED]> wrote: >Hello everyone,
>I hope I can get simple answers to these questions... I need to solve a >couple of practical problems and I'm new to statistics... >1) Two samples of are given and I need to compare their means and variances. >The distribution of the population is unknown. Can I use the F-test and the >t-test? Is it necessary that the sample _means_ have a Gaussian >distribution? Is it sufficient? Maybe I misunderstand something here... If the population is not normal, the sample means CANNOT have a normal distribution. However, it gets closer to normal with increasing sample size. The t-test is approximate if the data is not normal. Is the error in the significance levels more important than using bad levels in the first place? As for the F-test, this is quite sensitive to the distribution. Again, just what are you after? Do you want means and variances at all? Or do you want something else? If you want to test equality of distributions, a nonparametic test might be a good idea. As you express an interest in comparing variances, I would suggest the Kuiper test rather than the Kolmogorov-Smirnov test. It is almost as good as a test for location, and much better for scale. For a decision understanding of this, I suggest my paper with Sethuraman in Sankhya 1965, and my paper in the Sixth Berkeley Symposium. >2) I need to calculate the significance of correlation between two >sequences. I would actually prefer to use randomization, but the sequences >may be too short. Another option is to perform linear regression and >calculate the significance of the slope using a t-test (?). When is it >valid? >Again, I'm looking for simple answers, if they exist... Thanks in advance! If there is not a problem of dependence between different points, the Spearman rank correlation or Kendall tau might be a good idea. -- This address is for information only. I do not claim that these views are those of the Statistics Department or of Purdue University. Herman Rubin, Department of Statistics, Purdue University [EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558 . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
