How to Calculate a Test Statistic

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Test Statistic Calculator

Calculate common test statistics for hypothesis testing.

Z-test (Population Variance Known) T-test (Independent Samples, Equal Variances Assumed) T-test (Independent Samples, Unequal Variances – Welch's) Paired T-test Chi-Squared Goodness-of-Fit

Understanding Test Statistics

In inferential statistics, a test statistic is a value calculated from sample data that summarizes the evidence against a null hypothesis. It's a crucial component in hypothesis testing, as it allows us to determine whether to reject or fail to reject the null hypothesis. The specific formula for a test statistic depends on the type of data, the sample size, and the assumptions made about the population(s).

Common Test Statistics and Their Calculations

1. Z-test (Population Variance Known)

The Z-test is used to test hypotheses about a population mean when the population standard deviation is known, or when the sample size is large (typically n > 30) and the sample standard deviation is used as an estimate.

Formula: Z = (x̄ – μ₀) / (σ / √n)

  • x̄: Sample mean
  • μ₀: Hypothesized population mean (from the null hypothesis)
  • σ: Population standard deviation
  • n: Sample size

If comparing two samples with known population variances (σ₁² and σ₂²), the formula is:

Formula (Two-Sample): Z = (x̄₁ – x̄₂) / √(σ₁²/n₁ + σ₂²/n₂)

2. T-test (Independent Samples)

The T-test is used when the population standard deviation is unknown and the sample size is small. It assumes the data follows a normal distribution.

  • Equal Variances Assumed (Pooled T-test): Used when the variances of the two populations are assumed to be equal.
  • Unequal Variances (Welch's T-test): Used when the variances are not assumed to be equal. This is generally preferred as it's more robust.

Formula (One-Sample): t = (x̄ – μ₀) / (s / √n) (Where 's' is the sample standard deviation)

Formula (Two-Sample, Equal Variances): First, calculate the pooled standard deviation (sₚ): sₚ² = [ (n₁ – 1)s₁² + (n₂ – 1)s₂² ] / (n₁ + n₂ – 2) Then, the t-statistic: t = (x̄₁ – x̄₂) / √(sₚ²/n₁ + sₚ²/n₂) Degrees of freedom (df) = n₁ + n₂ – 2

Formula (Two-Sample, Unequal Variances – Welch's): t = (x̄₁ – x̄₂) / √(s₁²/n₁ + s₂²/n₂) Degrees of freedom (df) are calculated using the Welch–Satterthwaite equation (complex, often approximated or calculated by software).

3. Paired T-test

Used when the samples are dependent (e.g., before-and-after measurements on the same subjects). It tests the mean of the differences between paired observations.

Formula: t = d̄ / (s / √n)

  • d̄: Mean of the differences between paired observations
  • s: Standard deviation of the differences
  • n: Number of pairs

4. Chi-Squared (χ²) Goodness-of-Fit Test

Used to determine if a sample distribution matches a hypothesized population distribution. It compares observed frequencies to expected frequencies.

Formula: χ² = Σ [ (Oᵢ – Eᵢ)² / Eᵢ ]

  • Oᵢ: Observed frequency for category i
  • Eᵢ: Expected frequency for category i
  • Σ: Summation over all categories

Degrees of freedom (df) = number of categories – 1 (or – number of parameters estimated from the data).

How to Use This Calculator

  1. Select the Test Type from the dropdown.
  2. Depending on the selected test, relevant input fields will appear or remain visible.
  3. Enter the required sample data (means, standard deviations, sizes, etc.) accurately.
  4. Click "Calculate Test Statistic".
  5. The calculated test statistic value will be displayed below.

Remember that the test statistic is only one part of hypothesis testing. You would typically compare this value to a critical value from a distribution table or use it to calculate a p-value to make a decision about your null hypothesis.

function calculateTestStatistic() { var testType = document.getElementById("testType").value; var resultDiv = document.getElementById("result"); resultDiv.innerHTML = ""; // Clear previous result var sample1Mean = parseFloat(document.getElementById("sample1Mean").value); var sample1StdDev = parseFloat(document.getElementById("sample1StdDev").value); var sample1Size = parseFloat(document.getElementById("sample1Size").value); var sample2Mean = parseFloat(document.getElementById("sample2Mean").value); var sample2StdDev = parseFloat(document.getElementById("sample2StdDev").value); var sample2Size = parseFloat(document.getElementById("sample2Size").value); var testStatistic = NaN; var errorMessage = ""; // Input validation helper function function isValidNumber(value) { return !isNaN(value) && isFinite(value); } try { switch (testType) { case "z-test-known-variance": var populationVariance = parseFloat(document.getElementById("populationVariance").value); var populationMean = parseFloat(document.getElementById("populationMean").value); var populationStdDev = Math.sqrt(populationVariance); // Calculate sigma from sigma^2 if (!isValidNumber(sample1Mean) || !isValidNumber(populationMean) || !isValidNumber(populationStdDev) || !isValidNumber(sample1Size) || populationStdDev <= 0 || sample1Size <= 0) { errorMessage = "Please enter valid numbers for Sample Mean, Population Mean, Population Standard Deviation, and Sample Size."; } else { testStatistic = (sample1Mean – populationMean) / (populationStdDev / Math.sqrt(sample1Size)); resultDiv.innerHTML = "Z = " + testStatistic.toFixed(4); } break; case "t-test-independent": // Assuming equal variances for now if (!isValidNumber(sample1Mean) || !isValidNumber(sample1StdDev) || !isValidNumber(sample1Size) || !isValidNumber(sample2Mean) || !isValidNumber(sample2StdDev) || !isValidNumber(sample2Size) || sample1StdDev <= 0 || sample2StdDev <= 0 || sample1Size <= 1 || sample2Size <= 1) { errorMessage = "Please enter valid positive numbers for Sample Means, Standard Deviations, and Sample Sizes (greater than 1)."; } else { var pooledVariance = ((sample1Size – 1) * Math.pow(sample1StdDev, 2) + (sample2Size – 1) * Math.pow(sample2StdDev, 2)) / (sample1Size + sample2Size – 2); if (pooledVariance < 0) { // Should not happen with valid variances, but a safeguard errorMessage = "Calculated pooled variance is negative. Check input standard deviations."; } else { testStatistic = (sample1Mean – sample2Mean) / Math.sqrt(pooledVariance / sample1Size + pooledVariance / sample2Size); var degreesOfFreedom = sample1Size + sample2Size – 2; resultDiv.innerHTML = "t = " + testStatistic.toFixed(4) + " (df = " + degreesOfFreedom + ")"; } } break; case "t-test-independent-unequal": // Welch's t-test if (!isValidNumber(sample1Mean) || !isValidNumber(sample1StdDev) || !isValidNumber(sample1Size) || !isValidNumber(sample2Mean) || !isValidNumber(sample2StdDev) || !isValidNumber(sample2Size) || sample1StdDev <= 0 || sample2StdDev <= 0 || sample1Size <= 1 || sample2Size <= 1) { errorMessage = "Please enter valid positive numbers for Sample Means, Standard Deviations, and Sample Sizes (greater than 1)."; } else { testStatistic = (sample1Mean – sample2Mean) / Math.sqrt(Math.pow(sample1StdDev, 2) / sample1Size + Math.pow(sample2StdDev, 2) / sample2Size); // Welch-Satterthwaite approximation for df (complex, simplified here for display) var df_num = Math.pow(Math.pow(sample1StdDev, 2) / sample1Size + Math.pow(sample2StdDev, 2) / sample2Size, 2); var df_den = (Math.pow(Math.pow(sample1StdDev, 2) / sample1Size, 2) / (sample1Size – 1)) + (Math.pow(Math.pow(sample2StdDev, 2) / sample2Size, 2) / (sample2Size – 1)); var degreesOfFreedomWelch = df_num / df_den; resultDiv.innerHTML = "t = " + testStatistic.toFixed(4) + " (df ≈ " + degreesOfFreedomWelch.toFixed(2) + ")"; } break; case "paired-t-test": // For paired t-test, we typically need the means and std devs of the *differences*. // This calculator structure is better suited for independent samples. // To adapt: one would need paired data input or summary stats of differences. // For this example, we'll simulate by assuming the user inputs summary stats for differences directly. // Let's repurpose sample1Mean/StdDev/Size for the differences. var diffMean = parseFloat(document.getElementById("sample1Mean").value); // Using sample1Mean for difference mean var diffStdDev = parseFloat(document.getElementById("sample1StdDev").value); // Using sample1StdDev for difference std dev var nPairs = parseFloat(document.getElementById("sample1Size").value); // Using sample1Size for number of pairs if (!isValidNumber(diffMean) || !isValidNumber(diffStdDev) || !isValidNumber(nPairs) || diffStdDev <= 0 || nPairs 0; }); // Expected must be positive if (!validObserved || !validExpected) { errorMessage = "Please ensure all entered frequencies are valid positive numbers."; } else { testStatistic = 0; for (var i = 0; i < observedFreq.length; i++) { testStatistic += Math.pow(observedFreq[i] – expectedFreq[i], 2) / expectedFreq[i]; } var degreesOfFreedomChiSq = observedFreq.length – 1; resultDiv.innerHTML = "χ² = " + testStatistic.toFixed(4) + " (df = " + degreesOfFreedomChiSq + ")"; } } } break; default: errorMessage = "Please select a valid test type."; break; } if (errorMessage) { resultDiv.innerHTML = 'Error: ' + errorMessage; } } catch (e) { resultDiv.innerHTML = 'Calculation Error: Please check your inputs. Details: ' + e.message; } } // Show/hide additional input groups based on test type selection document.getElementById("testType").addEventListener("change", function() { var selectedTest = this.value; document.getElementById("populationVarianceGroup").style.display = "none"; document.getElementById("populationMeanGroup").style.display = "none"; document.getElementById("nullHypothesisValueGroup").style.display = "none"; document.getElementById("chiSquaredObserved").style.display = "none"; document.getElementById("chiSquaredExpected").style.display = "none"; // Clear values in hidden fields document.getElementById("populationVariance").value = ""; document.getElementById("populationMean").value = ""; document.getElementById("nullHypothesisValue").value = ""; document.getElementById("chiSquaredObservedFreq").value = ""; document.getElementById("chiSquaredExpectedFreq").value = ""; if (selectedTest === "z-test-known-variance") { document.getElementById("populationVarianceGroup").style.display = "flex"; document.getElementById("populationMeanGroup").style.display = "flex"; // Assume for z-test comparing sample mean to known population mean, no separate nullHypothesisValue needed unless specified } else if (selectedTest === "t-test-independent" || selectedTest === "t-test-independent-unequal") { // These t-tests compare two independent samples, so no population mean/variance needed here // Could add an option for null hypothesis value (difference = 0) if needed document.getElementById("nullHypothesisValueGroup").style.display = "flex"; // Optional: For difference of means != 0 document.getElementById("nullHypothesisValue").value = "0"; // Default to testing for difference = 0 } else if (selectedTest === "paired-t-test") { // Paired t-test needs the mean and std dev of the differences. // We'll use the first sample's inputs for simplicity here, assuming user knows to input differences. // A more robust UI would have specific 'Difference Mean', 'Difference Std Dev', 'Number of Pairs' inputs. document.getElementById("nullHypothesisValueGroup").style.display = "flex"; // Optional: For difference = 0 document.getElementById("nullHypothesisValue").value = "0"; // Default to testing for difference = 0 } else if (selectedTest === "chi-squared") { document.getElementById("chiSquaredObserved").style.display = "flex"; document.getElementById("chiSquaredExpected").style.display = "flex"; } }); // Initial setup on page load document.addEventListener("DOMContentLoaded", function() { document.getElementById("testType").dispatchEvent(new Event("change")); });

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