statistical significance (p value)?

hi ! i discovered statistical functions in numbers, and did a t-test

but I'd be very interested in calculating also the statistical significance, as a "p-value" (or alpha risk)

is there a way in Numbers, or adding a plug-in?

thanks a lot

Numbers iWork-OTHER, OS X Mountain Lion (10.8.2)

Posted on Jan 24, 2013 6:47 AM

Reply
7 replies

Jan 25, 2013 2:06 PM in response to Axxlb

Hello


The maps between t value and p value are provided by TINV() and TDIST().


t value = TINV(p value, degrees of freedom)
p value = TDIST(t value, degrees of freedom, number of tails)


The t distribution is determined by the degrees of freedom (d.o.f.) of the t statistic in use and the d.o.f. is determined by the type of t-test and the sample size.


E.g.

For t-test of paired samples X (sample size = N, i.e., pair count = N, data count = 2 * N), d.o.f. = N - 1.

For t-test of two independent samples X1, X2 assumed to have equal population variance (sample size = N1, N2 resp.), d.o.f. = N1 + N2 - 2.


If you want t value, you may a) use t = TINV(TTEST(), d.o.f.) or b) calculate it directly from sample data without using TTEST() function.


E.g.,


p = TTEST(samples_1, samples_2, 2, 2)


is equivalent to -


X1 = samples_1
X2 = samples_2
N1 = COUNT(X1)
N2 = COUNT(X2)
PV = (VAR(X1) * (N1 - 1) + VAR(X2) * (N2 - 1)) / (N1 + N2 - 2)
t = (SUM(X1) / N1 - SUM(X2) / N2) / SQRT(PV * (1 / N1 + 1 / N2))
p = TDIST( ABS(t), N1 + N2 - 2, 2)


*PV is pooled variance.


Hope this helps,

H

Jan 24, 2013 9:33 AM in response to Axxlb

A,


TDIST is used in Excel to calculate p-values, and the same function is included in Numbers. Use the Function Browser to review the syntax for the function:


The TDIST function returns the probability from the student’s t-distribution.

TDIST(non-neg-x-value, degrees-freedom, tails)

  • non-neg-x-value: The value at which you want to evaluate the function. non-neg-x-value is a number value that must be greater than or equal to 0.
  • degrees-freedom: Degrees of freedom. degrees-freedom is a number value and must be greater than or equal to 1.
  • tails: The number of tails to return.
    • one tail (1): Return the value for a one-tailed distribution.
    • two tails (2): Return the value for a two-tailed distribution.



Jerry

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statistical significance (p value)?

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