Why does the $t$-test result depend on the sample set sizes?

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The $t$-test is applied to determine if two distributions of data are significantly different from each other. Accordingly, the result of the test should not change with different sample sizes (still sufficient). However, considering the formula, its results significantly change for different values of $N1$ and $N2$.







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  • 1




    It would be great if the sample size didn't matter. Taking a sample size of 1 for both $N_1$ and $N_2$ is generally a lot less expensive than a sample size of 1,000. Would you elaborate on why you think sample size or differences in sample sizes shouldn't matter?
    – JimB
    3 hours ago










  • @JimB, I think it tests two distributions, accordingly, it shouldn't be much different when the sample mean and sample std are equal to their expected values. however, for instance when testing with m1=6E-3, s1=8E-2, m2=1E-1, and s2=8E-1, the result of the tests varies with different values of N.
    – Reza_va
    3 hours ago










  • Maybe if you did some simulations with known means and variances from a normal distribution and varied the sample size, you'd see that sample size (and differences in sample size) matters. Then you'd need to determine why you think it shouldn't matter. Maybe en.wikipedia.org/wiki/Student%27s_t-test would help.
    – JimB
    3 hours ago














up vote
-1
down vote

favorite












The $t$-test is applied to determine if two distributions of data are significantly different from each other. Accordingly, the result of the test should not change with different sample sizes (still sufficient). However, considering the formula, its results significantly change for different values of $N1$ and $N2$.







share|cite|improve this question

















  • 1




    It would be great if the sample size didn't matter. Taking a sample size of 1 for both $N_1$ and $N_2$ is generally a lot less expensive than a sample size of 1,000. Would you elaborate on why you think sample size or differences in sample sizes shouldn't matter?
    – JimB
    3 hours ago










  • @JimB, I think it tests two distributions, accordingly, it shouldn't be much different when the sample mean and sample std are equal to their expected values. however, for instance when testing with m1=6E-3, s1=8E-2, m2=1E-1, and s2=8E-1, the result of the tests varies with different values of N.
    – Reza_va
    3 hours ago










  • Maybe if you did some simulations with known means and variances from a normal distribution and varied the sample size, you'd see that sample size (and differences in sample size) matters. Then you'd need to determine why you think it shouldn't matter. Maybe en.wikipedia.org/wiki/Student%27s_t-test would help.
    – JimB
    3 hours ago












up vote
-1
down vote

favorite









up vote
-1
down vote

favorite











The $t$-test is applied to determine if two distributions of data are significantly different from each other. Accordingly, the result of the test should not change with different sample sizes (still sufficient). However, considering the formula, its results significantly change for different values of $N1$ and $N2$.







share|cite|improve this question













The $t$-test is applied to determine if two distributions of data are significantly different from each other. Accordingly, the result of the test should not change with different sample sizes (still sufficient). However, considering the formula, its results significantly change for different values of $N1$ and $N2$.









share|cite|improve this question












share|cite|improve this question




share|cite|improve this question








edited 3 hours ago









Daniel Buck

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asked 4 hours ago









Reza_va

479




479







  • 1




    It would be great if the sample size didn't matter. Taking a sample size of 1 for both $N_1$ and $N_2$ is generally a lot less expensive than a sample size of 1,000. Would you elaborate on why you think sample size or differences in sample sizes shouldn't matter?
    – JimB
    3 hours ago










  • @JimB, I think it tests two distributions, accordingly, it shouldn't be much different when the sample mean and sample std are equal to their expected values. however, for instance when testing with m1=6E-3, s1=8E-2, m2=1E-1, and s2=8E-1, the result of the tests varies with different values of N.
    – Reza_va
    3 hours ago










  • Maybe if you did some simulations with known means and variances from a normal distribution and varied the sample size, you'd see that sample size (and differences in sample size) matters. Then you'd need to determine why you think it shouldn't matter. Maybe en.wikipedia.org/wiki/Student%27s_t-test would help.
    – JimB
    3 hours ago












  • 1




    It would be great if the sample size didn't matter. Taking a sample size of 1 for both $N_1$ and $N_2$ is generally a lot less expensive than a sample size of 1,000. Would you elaborate on why you think sample size or differences in sample sizes shouldn't matter?
    – JimB
    3 hours ago










  • @JimB, I think it tests two distributions, accordingly, it shouldn't be much different when the sample mean and sample std are equal to their expected values. however, for instance when testing with m1=6E-3, s1=8E-2, m2=1E-1, and s2=8E-1, the result of the tests varies with different values of N.
    – Reza_va
    3 hours ago










  • Maybe if you did some simulations with known means and variances from a normal distribution and varied the sample size, you'd see that sample size (and differences in sample size) matters. Then you'd need to determine why you think it shouldn't matter. Maybe en.wikipedia.org/wiki/Student%27s_t-test would help.
    – JimB
    3 hours ago







1




1




It would be great if the sample size didn't matter. Taking a sample size of 1 for both $N_1$ and $N_2$ is generally a lot less expensive than a sample size of 1,000. Would you elaborate on why you think sample size or differences in sample sizes shouldn't matter?
– JimB
3 hours ago




It would be great if the sample size didn't matter. Taking a sample size of 1 for both $N_1$ and $N_2$ is generally a lot less expensive than a sample size of 1,000. Would you elaborate on why you think sample size or differences in sample sizes shouldn't matter?
– JimB
3 hours ago












@JimB, I think it tests two distributions, accordingly, it shouldn't be much different when the sample mean and sample std are equal to their expected values. however, for instance when testing with m1=6E-3, s1=8E-2, m2=1E-1, and s2=8E-1, the result of the tests varies with different values of N.
– Reza_va
3 hours ago




@JimB, I think it tests two distributions, accordingly, it shouldn't be much different when the sample mean and sample std are equal to their expected values. however, for instance when testing with m1=6E-3, s1=8E-2, m2=1E-1, and s2=8E-1, the result of the tests varies with different values of N.
– Reza_va
3 hours ago












Maybe if you did some simulations with known means and variances from a normal distribution and varied the sample size, you'd see that sample size (and differences in sample size) matters. Then you'd need to determine why you think it shouldn't matter. Maybe en.wikipedia.org/wiki/Student%27s_t-test would help.
– JimB
3 hours ago




Maybe if you did some simulations with known means and variances from a normal distribution and varied the sample size, you'd see that sample size (and differences in sample size) matters. Then you'd need to determine why you think it shouldn't matter. Maybe en.wikipedia.org/wiki/Student%27s_t-test would help.
– JimB
3 hours ago










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As sample size increases, the difference between two samples gets closer to the actual difference (if any) of the population or populations they came from. And so too does the sample standard deviation in moving closer to the population standard deviation. So yes, the result will probably change. Consider also, the probability of making a type II error (not rejecting the null when you should) is higher with smaller sample sizes.






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    As sample size increases, the difference between two samples gets closer to the actual difference (if any) of the population or populations they came from. And so too does the sample standard deviation in moving closer to the population standard deviation. So yes, the result will probably change. Consider also, the probability of making a type II error (not rejecting the null when you should) is higher with smaller sample sizes.






    share|cite|improve this answer

























      up vote
      0
      down vote













      As sample size increases, the difference between two samples gets closer to the actual difference (if any) of the population or populations they came from. And so too does the sample standard deviation in moving closer to the population standard deviation. So yes, the result will probably change. Consider also, the probability of making a type II error (not rejecting the null when you should) is higher with smaller sample sizes.






      share|cite|improve this answer























        up vote
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        down vote










        up vote
        0
        down vote









        As sample size increases, the difference between two samples gets closer to the actual difference (if any) of the population or populations they came from. And so too does the sample standard deviation in moving closer to the population standard deviation. So yes, the result will probably change. Consider also, the probability of making a type II error (not rejecting the null when you should) is higher with smaller sample sizes.






        share|cite|improve this answer













        As sample size increases, the difference between two samples gets closer to the actual difference (if any) of the population or populations they came from. And so too does the sample standard deviation in moving closer to the population standard deviation. So yes, the result will probably change. Consider also, the probability of making a type II error (not rejecting the null when you should) is higher with smaller sample sizes.







        share|cite|improve this answer













        share|cite|improve this answer



        share|cite|improve this answer











        answered 34 mins ago









        Phil H

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