You were partially correct, I should have said t statistic and z statistic rather than t test and z test. Which sd is the difference in the statistic, which test is which distribution you compare to. Though to do everything properly the statistic and tests should match.
-- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org 801.408.8111 From: Joris Meys [mailto:jorism...@gmail.com] Sent: Thursday, May 06, 2010 12:26 PM To: Greg Snow Cc: Thomas Roth; level; r-help@r-project.org Subject: Re: [R] P values Correction, I understood you wrong Greg. I read it as if you wanted to say that you should divide by 1 instead of the sd to get a standardized value for the Z-test (which I considered a very strange twist from someone like you) But apparently the data are supposed to have an expected value of 0 and a sd of 1. In that case (the standard deviation is known and not estimated from the sample), you use indeed the sd (1 in this case) and compare to the standard normal distribution. Thx also to Mark Leeds for pointing out my reading error. Cheers Joris On Thu, May 6, 2010 at 7:40 PM, Joris Meys <jorism...@gmail.com<mailto:jorism...@gmail.com>> wrote: On Thu, May 6, 2010 at 6:09 PM, Greg Snow <greg.s...@imail.org<mailto:greg.s...@imail.org>> wrote: Because if you use the sample standard deviation then it is a t test not a z test. I'm doubting that seriously... You calculate normalized Z-values by substracting the sample mean and dividing by the sample sd. So Thomas is correct. It becomes a Z-test since you compare these normalized Z-values with the Z distribution, instead of the (more appropriate) T-distribution. The T-distribution is essentially a Z-distribution that is corrected for the finite sample size. In Asymptopia, the Z and T distribution are identical. -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org<mailto:greg.s...@imail.org> 801.408.8111 > -----Original Message----- > From: r-help-boun...@r-project.org<mailto:r-help-boun...@r-project.org> > [mailto:r-help-boun...@r-<mailto:r-help-boun...@r-> > project.org<http://project.org>] On Behalf Of Thomas Roth > Sent: Thursday, May 06, 2010 1:58 AM > To: 'level'; r-help@r-project.org<mailto:r-help@r-project.org> > Subject: Re: [R] P values > > Why > > s = 1 > > ## > > s = sd(A) #? > > > -----Ursprüngliche Nachricht----- > Von: r-help-boun...@r-project.org<mailto:r-help-boun...@r-project.org> > [mailto:r-help-boun...@r-project.org<mailto:r-help-boun...@r-project.org>] > Im > Auftrag von level > Gesendet: Mittwoch, 5. Mai 2010 22:41 > An: r-help@r-project.org<mailto:r-help@r-project.org> > Betreff: [R] P values > > > How do u calculated p values for a z test.. > > so far i ve done this > > A = read.table("cw3_data.txt") > > xbar = mean(A) > s = 1 > n = 20 > mu = 0 > > z.test = (xbar-mu)/(s/sqrt(n)) > > p.value = pnorm(abs(z.test)) > > error = qnorm(0.99)*s/sqrt(n) > left = xbar - error > right = xbar + error > > and have got values off of it...but the values for p dont match up with > other sites that i have used to check it agaisnt..such as wolfram alpha > value i got was 0.7335039 when wolfram got 0.533.. any ideas where i > ve > gone wrong? cheers > -- > View this message in context: > http://r.789695.n4.nabble.com/P-values-tp2131646p2131646.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org<mailto:R-help@r-project.org> mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help@r-project.org<mailto:R-help@r-project.org> mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org<mailto:R-help@r-project.org> mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Joris Meys Statistical Consultant Ghent University Faculty of Bioscience Engineering Department of Applied mathematics, biometrics and process control Coupure Links 653 B-9000 Gent tel : +32 9 264 59 87 joris.m...@ugent.be ------------------------------- Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php -- Joris Meys Statistical Consultant Ghent University Faculty of Bioscience Engineering Department of Applied mathematics, biometrics and process control Coupure Links 653 B-9000 Gent tel : +32 9 264 59 87 joris.m...@ugent.be ------------------------------- Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php [[alternative HTML version deleted]]
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
