z-test_and_t-test_simulation_in_r
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n.ajstu <- 100000 mean.ajstu <- 110 sd.ajstu <- 10 set.seed(1024) ajstu <- rnorm2(n.ajstu, mean=mean.ajstu, sd=sd.ajstu) mean(ajstu) sd(ajstu) var(ajstu) iter <- 10000 # # of sampling n.4 <- 4 means4 <- rep (NA, iter) for(i in 1:iter){ means4[i] = mean(sample(ajstu, n.4)) } n.25 <- 25 means25 <- rep (NA, iter) for(i in 1:iter){ means25[i] = mean(sample(ajstu, n.25)) } n.100 <- 100 means100 <- rep (NA, iter) for(i in 1:iter){ means100[i] = mean(sample(ajstu, n.100)) } n.400 <- 400 means400 <- rep (NA, iter) for(i in 1:iter){ means400[i] = mean(sample(ajstu, n.400)) } n.900 <- 900 means900 <- rep (NA, iter) for(i in 1:iter){ means900[i] = mean(sample(ajstu, n.900)) } n.1600 <- 1600 means1600 <- rep (NA, iter) for(i in 1:iter){ means1600[i] = mean(sample(ajstu, n.1600)) } n.2500 <- 2500 means2500 <- rep (NA, iter) for(i in 1:iter){ means2500[i] = mean(sample(ajstu, n.2500)) } # n.3600 <- 3600 # means3600 <- rep (NA, iter) # for(i in 1:iter){ # means3600[i] = mean(sample(ajstu, n.3600)) # } h4 <- hist(means4) h25 <- hist(means25) h100 <- hist(means100) h400 <- hist(means400) h900 <- hist(means900) h1600 <- hist(means1600) h2500 <- hist(means2500) # h3600 <- hist(means3600) plot(h4, ylim=c(0,3000), col="red") plot(h25, add = T, col="blue") plot(h100, add = T, col="green") plot(h400, add = T, col="grey") plot(h900, add = T, col="yellow") # plot(h2500, add = T, col="brown") # plot(h3600, add = T, col="orange") sss <- c(4,25,100,400,900,1600,2500,3600) # sss sample sizes ses <- rep (NA, length(sss)) # std errors for(i in 1:length(sss)){ ses[i] = sqrt(var(ajstu)/sss[i]) } data.frame(ses) se.1 <- ses se.2 <- 2 * ses # alt.2 <- qnorm(.975) # se.2 <- alt.2 * ses se.2 lower.s2 <- mean(ajstu)-se.2 upper.s2 <- mean(ajstu)+se.2 sample <- rnorm2(100, 112.41, 10) ses <- round(ses,3) smean <- mean(sample) diff <- smean - mean(ajstu) diff # z-test z.sc <- (diff)/ses z.sc # z.crit <- 2 z.crit <- qnorm(.975) z.crit data.frame(cbind(sss, smean, mean(ajstu), diff, ses, lower.s2, upper.s2, z.sc, z.crit, z.sc>z.crit)) # t-test ses <- round(ses,3) smean <- smean diff <- smean - mean(ajstu) dfs <- sss - 1 t.sc <- diff/ses perc <- round(pt(t.sc, dfs, lower.tail = FALSE),9) t.crit <- qt(.975, dfs, lower.tail = TRUE) data.frame(cbind(sss, smean, mean(ajstu), diff, ses, t.sc, dfs, perc, t.crit, t.sc>t.crit)) # 참고 qt(.975, 10000000000, lower.tail = TRUE) qnorm(.975) ?t.test t.test(sample, mu=mean(ajstu)) sa <- rnorm2(100, 110, 10) sb <- rnorm2(100, 115, 10) sa.mean <- mean(sa) sb.mean <- mean(sb) na <- length(sa) nb <- length(sb) dfa <- na-1 dfb <- nb-1 var(sa) var(sb) ssa <- var(sa)*dfa ssb <- var(sb)*dfb ssa ssb ssa+ssb dfa+dfb var.pooled <- (ssa+ssb)/(dfa+dfb) vp <- var.pooled vp se <- sqrt((vp/na)+(vp/nb)) diff <- sa.mean - sb.mean t.cal <- diff/se se diff t.cal t.crit <- qt(.975, 198) t.crit pt(t.cal, 198)*2 t.test(sa, sb)
z-test_and_t-test_simulation_in_r.1726109969.txt.gz · Last modified: 2024/09/12 11:59 by hkimscil