Lesson 104 — z-test and Student's t-test
z-test for mean with known sigma. Student's t-test: one-sample, two independent samples (Welch and pooled), and paired. Application conditions and choosing the appropriate test.
Used in: 3.º ano do EM (17-18 anos) · Equiv. Stochastik LK alemão · Equiv. Math B japonês · H2 Statistics singapurense
Rigorous notation, full derivation, hypotheses
Rigorous definition
z-test — sigma known
t-test — one sample
"The Student's t-distribution is appropriate when we use the sample standard deviation in place of . The heavier tails reflect the additional uncertainty of estimating ." — OpenIntro Statistics, §5.3
t-test — two independent samples
Paired t-test
Decision tree for test selection. Use Welch by default for two independent samples.
Solved examples
Exercise list
20 exercises · 5 with worked solution (25%)
- Ex. 104.1
, . Data: , , . t-statistic and conclusion with .
- Ex. 104.2
, . Data: , , . Calculate and the p-value. Conclusion with .
- Ex. 104.3
Blood pressure of 10 patients before and after diet. Differences: 2, 3, 1, 4, 2, 3, 1, 2, 3, 1 mmHg. , . At the 5% level, did the diet reduce pressure?
- Ex. 104.4
Group A: , , . Group B: , , . Welch t two-tailed at the 5% level.
- Ex. 104.5
You want to compare average salaries between two departments of a company, with possibly different variances. What is the best strategy?
- Ex. 104.6
Population average IQ: , (known). A class of has . At the 5% level, does the class have an average IQ different from the population?
- Ex. 104.7Answer key
Reaction time (ms) of 10 drivers before and after a cup of coffee. Differences: 2, -1, 3, 1, 2, 0, 1, 2, -1, 2. At the 5% level, did coffee alter reaction time?
- Ex. 104.8Answer key
Group 1: , , . Group 2: , , . Use pooled t two-tailed at the 5% level (assuming equal variances).
- Ex. 104.9Answer key
A doctor measures the blood pressure of 20 patients before and after a treatment. Which test is most appropriate?
- Ex. 104.10
Study hours of university students: h/day, h. . Two-tailed at the 5% level.
- Ex. 104.11
Coin flipped 100 times: 52 heads. At the 5% level, is the coin fair? (Use z-test for proportion with .)
- Ex. 104.12
Classes A and B: , , ; , , . Welch t at the 5% level.
- Ex. 104.13
What is the relationship between the z-test and the t-test for large samples?
- Ex. 104.14Answer key
Typing speed (wpm) of 10 students before and after course: before [40, 35, 50, 45, 38, 42, 47, 36, 44, 41], after [45, 38, 57, 47, 42, 48, 48, 39, 49, 45]. At the 5% level, did the course improve speed?
- Ex. 104.15Answer key
A production line must fill bottles with 200 mL. Sample of : mL, mL. At the 5% level, is the process unregulated?
- Ex. 104.16
A school applied a Math tutoring program. SAEB score of 10 students before: [60, 55, 70, 65, 58, 62, 67, 56, 64, 61]. After: [75, 63, 82, 85, 63, 72, 85, 63, 76, 74]. Use the appropriate test at the 5% level.
- Ex. 104.17
A school network tested a new teaching methodology. Control school (): points, . Pilot school (): , . At the 1% level, did the methodology improve results? Also calculate effect size.
- Ex. 104.18
Industrial process temperature: °C, °C. Calculate the two-tailed z-test for °C with and then with . Compare p-values and discuss the difference between statistical and practical significance.
- Ex. 104.19
Show algebraically that the paired test has a smaller standard error than the Welch t (for the same per group), when the correlation between pairs is positive. How much smaller is the standard error for and ?
- Ex. 104.20
Derive the Welch-Satterthwaite formula for the effective degrees of freedom of the Welch test. Verify that for and , the formula reduces to , coinciding with the pooled t.
Sources
- OpenIntro Statistics (4th ed.) — Diez, Çetinkaya-Rundel, Barr · CC-BY-SA. Sections §5.3–5.4 (one-sample t-test, Welch, paired; application conditions).
- Statistics (OpenStax) — Illowsky, Dean · CC-BY. Sections §9.5–9.6 and §10.1–10.4 (z and t tests, two independent and paired samples).
- Statistical Thinking for the 21st Century — Russell Poldrack · CC-BY-NC. Chapter 12 (group comparison tests, simulation, modern perspective).