File:T-test vs equivalence test.png

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English: Chances to pass the t-test or the equivalence test depending on the actual error 𝜇. Different lines denote different sample sizes obtained from different a priori choices of the standard deviation σ. The golden, solid curve always represents a correctly estimated sample size, the green curve a sample which is too large and the other curves samples which are too small. Neglecting the t-test type II (or the equivalence test type I) error implies a power of 50%. The thick grey lines denote 𝛥=1%. For comparison: in the bottom graph, the incorrect decisions of a reference test are red, the correct decisions are coloured blue. The reason for red areas to exist are economic considerations to limit the test costs: further increasing the sample size towards infinity would make the red areas disappear, at least for the revised t-test or the equivalence test. For the t-test, the areas with systematic error 𝜇>1% and 𝜇<−1% remain blue, but the inner turns red. This behaviour is counterintuitive to the idea that the error of a statistic test goes to zero as the sample size goes to infinity.

Original Source: Figure 2 from https://doi.org/10.1007/s11116-019-09991-9

Reworked version source code see https://gist.github.com/xor2k/2256abe4106cc8ac04a24f42bd36f2c6
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t-test vs equivalence test

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10 April 2019

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Date/TimeThumbnailDimensionsUserComment
current13:06, 30 October 2021Thumbnail for version as of 13:06, 30 October 20212,889 × 1,621 (589 KB)Xor2kstricter adhere to original diagram, using α_{t-test} instead of α_t etc.
12:41, 30 October 2021Thumbnail for version as of 12:41, 30 October 20212,809 × 1,621 (577 KB)Xor2kminor optimization of the x axis labels
11:53, 30 October 2021Thumbnail for version as of 11:53, 30 October 20212,809 × 1,575 (573 KB)Xor2kadjusted colors
11:37, 30 October 2021Thumbnail for version as of 11:37, 30 October 20212,809 × 1,575 (613 KB)Xor2kAdded a normal distribution based simulation otherwise complete rework
20:30, 22 June 2019Thumbnail for version as of 20:30, 22 June 20191,754 × 1,240 (182 KB)Xor2kRenamed ν to σ for better consistence with general notation.
11:01, 30 May 2019Thumbnail for version as of 11:01, 30 May 20191,373 × 903 (161 KB)Xor2kUser created page with UploadWizard
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