Chapter 10: Statistical Inference for Two

Samples

Course Name: PROBABILITY & STATISTICS

Lecturer: Duong Thi Viet An

Hanoi, 2025

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Content

1 10.1 Inference on the Difference in Means of Two Normal

Distributions, Variance Known

2 10.2 Inference on the Difference in Means of Two Normal

Distributions, Variance Unknown

3 10.3 Inference on the Two Proportions

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 10.1 Inference on the Difference in Means of Two Normal
Distributions, Variance Known

Content

1 10.1 Inference on the Difference in Means of Two Normal

Distributions, Variance Known

2 10.2 Inference on the Difference in Means of Two Normal

Distributions, Variance Unknown

3 10.3 Inference on the Two Proportions

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 10.1 Inference on the Difference in Means of Two Normal
Distributions, Variance Known

10.1.1 Hypothesis Tests on the Difference in Means,

Variances Known

We will assume that

X11 , X12 , ..., X1n1 is a random sample from population 1
X21 , X22 , ..., X2n2 is a random sample from population 2
The two populations represented by X1 and X2 are independent
Both populations are normal
Then, the quantity

X̄1 − X̄2 − (µ1 − µ2 )

Z= q 2 ,
σ1 σ22
n1 + n2

has a N (0, 1) distribution.

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 10.1 Inference on the Difference in Means of Two Normal
Distributions, Variance Known

Confidence interval on the difference in means

• A 100(1 − α)% confidence interval for µ1 − µ2 is:

s s
σ12 σ22 σ12 σ22
(x̄1 − x̄2 ) − zα/2 + ≤ µ1 − µ2 ≤ (x̄1 − x̄2 ) + zα/2 +
n1 n2 n1 n2

• A 100(1 − α)% upper confidence bound for µ1 − µ2 is:

s
σ12 σ22
µ1 − µ2 ≤ (x̄1 − x̄2 ) + zα +
n1 n2

• A 100(1 − α)% lower confidence bound for µ1 − µ2 is:

s
σ12 σ22
µ1 − µ2 ≥ (x̄1 − x̄2 ) − zα +
n1 n2

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 10.1 Inference on the Difference in Means of Two Normal
Distributions, Variance Known

Confidence interval on the difference in means

Example 1
A product developer is interested in reducing the drying time of a primer
paint. Two formulations of the paint are tested; formulation 1 is the
standard chemistry, and formulation 2 has a new drying ingredient that
should reduce the drying time. From experience, it is known that the
standard deviation of drying time is 8 minutes, and this inherent variability
should be unaffected by the addition of the new ingredient. Ten specimens
are painted with formulation 1, and another 10 specimens are painted with
formulation 2; the 20 specimens are painted in random order. The two
sample average drying times are x̄1 = 121 minutes and x̄2 = 112 minutes.
Construct 95% confidence interval on the difference in means.

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 10.1 Inference on the Difference in Means of Two Normal
Distributions, Variance Known

10.1.1 Hypothesis Tests on the Difference in Means,

Variances Known
Formally, we summarize these results in the following display.
Tests on the Difference in Means, Variances Known

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 10.1 Inference on the Difference in Means of Two Normal
Distributions, Variance Known

10.1.1 Hypothesis Tests on the Difference in Means,

Variances Known

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 10.1 Inference on the Difference in Means of Two Normal
Distributions, Variance Known

Confidence interval on the difference in means

Example 1 (cont.)
What conclusions can the product developer draw about the effectiveness
of the new ingredient, using α = 0.05?

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 10.2 Inference on the Difference in Means of Two Normal
Distributions, Variance Unknown

Content

1 10.1 Inference on the Difference in Means of Two Normal

Distributions, Variance Known

2 10.2 Inference on the Difference in Means of Two Normal

Distributions, Variance Unknown

3 10.3 Inference on the Two Proportions

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 10.2 Inference on the Difference in Means of Two Normal
Distributions, Variance Unknown

10.2.1 Hypotheses Tests on the Difference in

Means, Variances Unknown

Case 1: σ12 = σ22 = σ 2 .

Let
X11 , X12 , ..., X1n1 is a random sample from population 1
X21 , X22 , ..., X2n2 is a random sample from population 2
X̄1 , X̄2 , S12 and S22 be the sample means and sample variances,
respectively.

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 10.2 Inference on the Difference in Means of Two Normal
Distributions, Variance Unknown

10.2.1 Hypotheses Tests on the Difference in

Means, Variances Unknown

Pooled Estimator of Variance

The pooled estimator of σ 2 denoted by Sp2 , is defined by

(n1 − 1)S12 + (n2 − 1)S22

Sp2 =
n1 + n2 − 2

It is easy to see that the pooled estimator Sp2 can be written as

(n1 − 1) (n2 − 1)
Sp2 = S12 + S 2 = wS12 + (1 − w)S22 ,
n1 + n2 − 2 n1 + n2 − 2 2

where 0 < w ≤ 1. Thus, Sp2 is a weighted average of the two sample

variances S12 and S22 .
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 10.2 Inference on the Difference in Means of Two Normal
Distributions, Variance Unknown

10.2.1 Hypotheses Tests on the Difference in

Means, Variances Unknown

Given the assumptions of this section, the quantity

X̄1 − X̄2 − (µ1 − µ2 )

T = q
Sp n11 + n12

has a t distribution with n1 + n2 − 2 degrees of freedom.

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 10.2 Inference on the Difference in Means of Two Normal
Distributions, Variance Unknown

10.2.1 Hypotheses Tests on the Difference in

Means, Variances Unknown
Tests on the Difference in Means of Two Normal Distributions,
Variances Unknown and Equal

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 10.2 Inference on the Difference in Means of Two Normal
Distributions, Variance Unknown

10.2.1 Hypotheses Tests on the Difference in

Means, Variances Unknown
Case 2: σ12 6= σ22 .
Test Statistic for the Difference in Means, Variances Unknown and
Not Assumed Equal
If H0 : µ1 − µ2 = ∆0 is true, the statistic

X̄1 − X̄2 − ∆0
T0∗ = q 2
S1 S22
n1 + n2

is distributed approximately as t with degrees of freedom given by

2
s21 s22

n1 + n2
v= (s21 /n1 )2 (s22 /n2 )2
n1 −1 + n2 −1

If v is not an integer, round down to the nearest integer.

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 10.2 Inference on the Difference in Means of Two Normal
Distributions, Variance Unknown

Example 2. Find the test statistic, t, to test the claim that µ1 > µ2 .
Two samples are randomly selected and come from populations that are
normal. Assume that the two population variances are not equal. The
sample statistics are given below.

n1 = 14, x1 = 3, s1 = 2.5
n2 = 12, x2 = 4, s2 = 0.8
A. -1.41
B. 1.41
C. 0.96
D.-0.96

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 10.2 Inference on the Difference in Means of Two Normal
Distributions, Variance Unknown

10.2.2 Confidence Interval on the Difference in

Means, Variances Unknown
Case 1: σ12 = σ22 = σ 2 .
Confidence Interval on the Difference in Means, Variances Unknowns and
Equal
If x̄1 , x̄2 , s21 and s22 are the sample means and variances of two random samples of
sizes n1 and n2 respectively, from two independent normal populations with
unknown but equal variances, then a 100(1 − α)% confidence interval on the
difference in means µ1 − µ2 is
q
x̄1 − x̄2 − tα/2,n1 +n2 −2 sp n11 + n12 ≤ µ1 − µ2
q
≤ x̄1 − x̄2 + tα/2,n1 +n2 −2 sp n11 + n12
p
where sp = [(n1 − 1)s21 + (n2 − 1)s22 ]/(n1 + n2 − 2) is the pooled estimate of
the common population standard deviation, and tα/2,n1 +n2 −2 is the upper α/2
percentagepoint of the t distribution with n1 + n2 − 2 degrees of freedom.

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 10.2 Inference on the Difference in Means of Two Normal
Distributions, Variance Unknown

Example 3. Assume that the two population variances are equal and
that they have been randomly selected.
Independent samples from two different populations yield the following
data.
x1 = 383; x2 = 448, s1 = 44; s2 = 18.
The sample size is 177 for both samples. Find the 95 percent confidence
interval for µ1 − µ2 .
A. (−70, −60)
B. (−79, −51)
C. (−66, −64)
D. (−72, −58)

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 10.2 Inference on the Difference in Means of Two Normal
Distributions, Variance Unknown

Example 4. Find the critical value to test the claim that µ1 < µ2 with
significant level 0.05. Two samples are randomly selected and come
from populations that are normal with the same variance. The sample
statistics are given below.

n1 = 25, x1 = 20, s1 = 1.5

n2 = 30, x2 = 18, s2 = 1.9
A. -2.006
B. 2.006
C. 1.674
D. -1,674

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 10.2 Inference on the Difference in Means of Two Normal
Distributions, Variance Unknown

10.2.2 Confidence Interval on the Difference in

Means, Variances Unknown

Case 2: σ12 6= σ22 .

Approximate Confidence Interval on the Difference in Means,
Variances Unknown Are Not Assumed Equal
If x̄1 , x̄2 , s21 and s22 are the means and variances of two random samples of
sizes n1 and n2 respectively, from two independent normal populations
with unknown and unequal variances, an approximate 100(1 − α)%
confidence interval on the difference in means µ1 − µ2 is
s s
s21 s22 s21 s2
x̄1 − x̄2 − tα/2,v + ≤ µ1 − µ2 ≤ x̄1 − x̄2 + tα/2,v + 2
n1 n2 n1 n2

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 10.3 Inference on the Two Proportions

Content

1 10.1 Inference on the Difference in Means of Two Normal

Distributions, Variance Known

2 10.2 Inference on the Difference in Means of Two Normal

Distributions, Variance Unknown

3 10.3 Inference on the Two Proportions

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 10.3 Inference on the Two Proportions

10.3.1 Large-Sample Tests on the Difference in

Population Proportions

Suppose that two independent random samples of sizes n1 and n2 are

taken from two populations, and let X1 and X2 represent the number
of observations that belong to the class of interest in samples 1 and 2,
respectively. We are interested in testing the hypotheses

H0 : p1 = p2
H1 : p1 6= p2

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 10.3 Inference on the Two Proportions

10.3.1 Large-Sample Tests on the Difference in

Population Proportions

Test Statistic:
P̂1 − P̂2 − (p1 − p2 )
Z=r ,
p1 (1 − p1 ) p2 (1 − p2 )
+
n1 n2
where P̂1 = X1 /n1 , P̂2 = X2 /n2 .
Set
X1 + X2
P̂ =
n1 + n2

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 10.3 Inference on the Two Proportions

10.3.1 Large-Sample Tests on the Difference in

Population Proportions
Approximate Tests on the Difference of Two Population Proportions

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 10.3 Inference on the Two Proportions

10.3.2 Confidence Interval on the Difference in

Population Proportions

If p̂1 and p̂2 are the sample proportions of observations in two independent
random samples of sizes n1 and n2 that belong to a class of interest, an
approximate twosided 100(1 − α)% confidence interval on the difference in
the true proportions p1 − p2 is
s
p̂1 (1 − p̂1 ) p̂2 (1 − p̂2 )
p̂1 − p̂2 − zα/2 + ≤ p1 − p2
n1 n2
s
p̂1 (1 − p̂1 ) p̂2 (1 − p̂2 )
≤ p̂1 − p̂2 + zα/2 +
n1 n2
where zα/2 is the upper α/2 percentage point of the standard normal
distribution.

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 10.3 Inference on the Two Proportions

Sample Question

Question 1 Find the test statistic, t, to test the claim that µ1 > µ2 .
Two samples are randomly selected and come from populations that are
normal with the same variance. The sample statistics are given below
Let n1 = 14, x̄1 = 3, s1 = 2.5, n2 = 12, x̄2 = 4, s2 = 2.8
A. -0.96
B. 4.59
C. 0.96
D. -4.59

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 10.3 Inference on the Two Proportions

Sample Question

Question 2 In an election, exit polls provided the following results: 53%

voted for one candidate and 46% voted for another candidate. The
number of respondents is 2020. Construct a 95% confidence interval for
the difference in the proportions of two populations.
Let z0.025 = 1.96, z0.05 = 1.64.
A. (0.039, 0.101)
B. (0.044, 0.096)
C. (0.023, 0.105)
D. (0.050, 0.088)

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 10.3 Inference on the Two Proportions

Sample Question

Question 3 Two different formulations of an oxygenated motor fuel are

being tested to study their road octane numbers. The variance of road
octane number of formulation 1 is σ12 = 1.5 and for formulation 2 is
σ22 = 1.2. Two random samples of sizes n1 = 15 and n2 = 20 are
tested, and the mean road octane numbers observed are x̄1 = 89.6 and
x̄2 = 92.5.
Construct a 95% confidence interval for the difference in the means of
two populations. Let z0.025 = 1.96, z0.05 = 1.64.
A. (-3.684, -2.116)
B. (-3.556, -2.244)
C. (-4.002, -2.778)
D. (-2.897, -1.995)
E. None of the other choices is correct

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 10.3 Inference on the Two Proportions

Sample Question

Question 4 Compute the test statistic used to test the null hypothesis
that p1 = p2 .
A random sampling of sixty pitchers from the National League and fifty-
two pitchers from the American League showed that 16 National and 11
American League pitchers had E.R.A’s below 3.5.
A. 0.884
B. 10.184
C. 0.680
D. 12.635

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