Statistical Significance using ttest2
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Steve F
el 14 de Nov. de 2017
Comentada: Star Strider
el 15 de Nov. de 2017
I'm curious how to determine whether two datasets are statistically similar from a two-sample t-test (ttest2). I understand that the result gives the decision to reject (1) or accept (0) the null hypothesis, but how does the null hypothesis decision give statistical significance?
Here's an example: If I have two thermometers (A and B) that record temperature at the same location (but at different sampling frequencies) for one year, I would get two time series that should look similar but have a different number of data points. Using h = ttest2(A,B,'Vartype','unequal') h would be either 0 or 1.
Given the null hypothesis of: "the data in vectors A and B comes from independent random samples from normal distributions with equal means and equal but unknown variances"(from https://www.mathworks.com/help/stats/ttest2.html ), wouldn't rejection of this hypothesis mean that the datasets are NOT correlated with statistical significance? If so, does 0 represent high correlation in this case?
Thanks for your help.
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Star Strider
el 14 de Nov. de 2017
Editada: Star Strider
el 14 de Nov. de 2017
The paired t-test says nothing about correlation. (The 'unequal' flag is about the variances.)
Consider:
t = linspace(0, 10*pi);
v1 = sin(t);
v2 = 2*rand(size(t))-1;
[h,p] = ttest2(v1, v2)
h =
0
p =
0.6819
It does indicate if the means are different (rejecting the null hypothesis) at a specific significance.
EDIT — Added example.
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Jonathan Mitchell
el 15 de Nov. de 2017
Editada: Jonathan Mitchell
el 15 de Nov. de 2017
Isn't rejecting that the means are not different the same as (or similar to) accepting that they are different? How is h=0 different than h=1?
Also, thank you =)
Star Strider
el 15 de Nov. de 2017
Well, yes. I’m using the usual terminology.
From the documentation:
- The result h is 1 if the test rejects the null hypothesis at the 5% significance level, and 0 otherwise.
As always, my pleasure! (Voting for my Answer would be nice!)
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