similar to: t-statistic for independent samples

Displaying 20 results from an estimated 100 matches similar to: "t-statistic for independent samples"

2011 Feb 08
2
Frequency plot --- stacked symbols
Hi, We were wondering how we could make a stacked frequency diagram such as this one: http://msemac.redwoods.edu/~darnold/math15/liz.pdf We don't necessarily need the shaded "balls", other characters would be fine, such as stacks of x's. David
2012 Nov 29
2
Analysis of Variance
Hi, I am encountering a difficulty I don't understand. Be patient, I'm very new to analysis of variance. If I load this data: example12_7=read.table("http://msemac.redwoods.edu/~darnold/math15/data/chapter12/example12_7.dat",header=TRUE) The run the oneway.test: oneway.test(time~drug,data=example12_7,var.equal=TRUE) I get these results: data: time and drug F = 4.1881, num
2012 Aug 15
4
Reading one column .csv file
My friend sent an Excel file: http://msemac.redwoods.edu/~darnold/temp/cyu01_iqscores.xls http://msemac.redwoods.edu/~darnold/temp/cyu01_iqscores.xls I opened it in Excel, saved is as cyu01_iqscores.csv, then imported it into R with: iqscores=read.csv('cyu01_iqscores.csv',header=TRUE) The result was: > head(iqscores) IQ.Scores X 1 145 NA 2 101 NA 3 123 NA 4
2012 Jul 13
4
Side by side strip charts
Hi, I'm looking for some ideas on how to reproduce the attached image in R. There are three samples, each of size n = 10. The first is drawn from a normal distribution with mean 60 and standard deviation 3. The second is drawn from a normal distribution with mean 65 and standard deviation 3. The third is drawn from a normal distribution with mean 70 and standard deviation 3.
2012 Aug 04
3
Head or Tails game
Hi, Reading about a "Heads and Tails" game in http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/amsbook.mac.pdf Introduction to Probability (Example 1.4, pp. 5-8). You toss a coin 40 times. If heads, Peter wins $1, tails, he loses $1. I think I can do that ok with: winnings <- sum(sample(c(-1,1), 40, replace=TRUE)) But I have to do it 10,000 times
2008 Jun 14
1
plotting regression line
Hello, I'm trying to plot an exponential regression line through my data (scatterplot with trend line), but can't find a way to do that. it is to be the best fit possible. -- View this message in context: http://www.nabble.com/plotting-regression-line-tp17837683p17837683.html Sent from the R help mailing list archive at Nabble.com.
2012 Aug 26
3
Aligning barplot
All, Consider: BagA <- c(-1000,10,10,10,10,10,10, 10,20,20,20,20,20,20,30, 30,40,40,50,60) BagB <- c(10,20,30,30,40,40,50,50, 50,50,50,50,60,60,60,60, 60,60,60,1000) layout(c(2,1)) barplot(table(BagB)) barplot(table(BagA)) At this point, I'd like to arrange the plots so that the 10-bars are aligned, the 20-bars are aligned, etc. So, I started
2008 Jan 24
0
readClipboard() from spreadsheet to data.frame with column names?
This code opens a CSV file from the working directory set by wd. I copy 2 or more columns in the spreadsheet and then close it. What I need help with is setting the first row as the column names in clipboardTextAsDF. There is probably a simple or better way to do this but I have been away from R for awhile now. I just be over-thinking this. I tried read.DIF to read the clipboard but that
2002 Oct 05
1
Welch versus Satterthwaith (PR#2111)
This is not a bug report but didn't see another way to ask a question. For the approximate t-test assuming unequal variances, the R docs cite Welch's method for the df of the approximating distribution. I have several methods books, and they all uses Satterthwaite's method. Why does R use Welch's method where can I learn about Welch's method? Sincerely, David Allen
2012 Aug 26
3
Two selections from Bag A
All, I am looking at an example in Aliaga's Interactive Statistics. Bag A has the following vouchers. BagA <- c(-1000,10,10,10,10,10,10, 10,20,20,20,20,20,20,30, 30,40,40,50,60) Bag B has the following vouchers. BagB <- c(10,20,30,30,40,40,50,50, 50,50,50,50,60,60,60,60, 60,60,60,1000) Two values are selected (from BagA or BagB) without
2012 Jul 14
2
Arrange two columns into a five variable dataframe
Hi, I hope that folks can give me some simple approaches to taking the data set below, which is accumulated in two columns called "long" and "group", then arrange the data is the "long" column into a data frame containing five variables: "Group 1", "Group 2", "Group 3", "Group 4", and "Group 5". I am hoping for a few
2010 May 30
2
Question about package coin
Anyone know if coin can run a permutation test based on a (user-defined) statistic other than the mean difference? The function independence_test does the permutation t-test via difference in means. I'm wondering if it's possible to use independence_test to run a permutation test for some other statistic than the difference in means. For example, I'd like to run a permutation test
2003 Jan 21
1
Modified F-test for heterogeneous error variances
Dear R-help: Does anyone know of a package in R that will do Welch's modified F-test for heterogeneous error variances? Are there other statistical techniques available in R that test the equality of means when homoscedastisity is violated? 't.test' does this in the pairwise sense when var.equal = TRUE. With best wishes and kind regards I am Sincerely, Corey A. Moffet Support
2005 Jan 25
1
CODA vs. BOA discrepancy
Dear List: the CODA and BOA packages for the analysis of MCMC output yield different results on two dignostic test of convergence: 1) Geweke's convergence diagnostic; 2) Heidelberger and Welch's convergence diagnostic. Does that imply that the CODA and BOA packages implement different ``flavors'' of the same test? I paste below an example. Geweke's test
2015 Dec 11
0
Windows File Share - Slow / Connection distrubtion
Hello, I've installed Samba 4.3.0 and added a Server 2012 R2 as a File Share into the Domain. Sometimes (I can't reproduce when) the share just stops reacting from a specific computer, it still works for others. It looks like the Share is super slow and it would be a hard disk issue, but since it's working from other PCs I would rule that out. I then turned up the log level to 10
2012 Mar 08
0
Cross-Power Spectral Density and Welch's Method
Hello to R uers, I am wondering if there is an easy way to perform a cross-power spectral density estimation of ?two timeseries (x and y) using the Welch's method. Both packages "bspec" and "oce" provide a function to calculate the PSD with the Welch's method, but only for a timeserie. Thank you in advance. Regards, Pascal
2024 Mar 04
0
Default t test in R is Welch's test, not Student's, and can be very problematic
Hi all. I'm just writing to draw your attention to this paper, which is Open Access: Curtis, D. Welch?s t test is more sensitive to real world violations of distributional assumptions than student?s t test but logistic regression is more robust than either. Stat Papers (2024). https://doi.org/10.1007/s00362-024-01531-7
2002 Nov 13
0
Welch versus Satterthwaith (PR#2111)
>>>>> "TL" == Thomas Lumley <tlumley@u.washington.edu> >>>>> on Sun, 6 Oct 2002 09:19:27 -0700 (PDT) writes: TL> On Sat, 5 Oct 2002 roxburg@kih.net wrote: >> This is not a bug report but didn't see another way to >> ask a question. TL> Well, you could try the r-help or r-devel mailing lists >> For
2013 Jan 05
3
Rounding
Hi, Can someone explain this: > options(digits=20) > 1/3 [1] 0.33333333333333331483 Why the 1483 at the end? Thanks, David. david-arnolds-macbook-pro-2:~ darnold$ R --version R version 2.15.2 (2012-10-26) -- "Trick or Treat" Copyright (C) 2012 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: x86_64-apple-darwin9.8.0/x86_64 (64-bit) -- View this
2002 Oct 14
2
Another newbie question: curve of normal distribution
I would like to get a curve of normal distrubtion over the histogram. Something like the following (which obviously doesn't work; see attached example). maluj <- function() { vrhy=read.csv("pennies.csv",head=TRUE) hf=table(vrhy$HEADS) postscript("heads.eps",onefile=FALSE,width=4.134,height=3.445,pointsize=12) plot(hf,main="Frequency distribution of