T test

ttest.R

## http://ygc.name/2012/05/29/t-test/


p1 <- rnorm(1000)
p2 <- rnorm(1000, sd=3)

hist(p2, col="green", xlab="", main="")
hist(p1, col="red", add=T)

legend(legend=c("sd=1", "sd=3"), fill=c("green", "red"), x="topright")

getm <- function(size, mean=0, sd=1, n=100) {
	sapply(1:n, function(i) {
		x <- rnorm(size, mean, sd)
		mean(x)
		})
}

m1 <- getm(100)
m2 <- getm(100,sd=3)
hist(m2, col="green", main="Histogram of sample means", xlab="Means")
hist(m1, col="red", add=T)
legend(legend=c("sd=1", "sd=3"),
       fill=c("red", "green"), "topright")

m1 <- getm(50)
m2 <- getm(200)
hist(m1,col="green", main="Histogram of sample means", xlab="Means")
hist(m2,add=T, col="red")
legend(legend=c("sample size=50", "sample size=200"),
       fill=c("green", "red"), "topright")


gett <- function(size, mean=0, sd=1, n=100) {
    sapply(1:n, function(i) {
        x <- rnorm(size, mean, sd)
        mean(x)/(sd(x)/sqrt(size))
    })
}

t1 <- gett(100)
hist(t1, main="Histogram of t statistics", xlab="t")