Student test
This criterion is assigned to test mean values homogeneity (ax = ay)
of two normal distributed samples with equal (but unknown) dispersion σ2.
Consider two samples:
(Notice, that to apply this test both our samples should have three or more values).
As a critical statistic in this method it is used:
where:
Corresponding sample means are:
Corresponding sample dispersions are:
If hypothesis H0 is true, this statistic should obey t-distribution with m+n-2
degrees of freedom.
Using double-sided criterion, we estimate P-value as:
