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Suppose there is an experiment that in each trial returns a two vector of probabilities of size $n$. In each trial I select uniformly a number from ${1,\cdots, n}$ and compare that element in this two vectors. I want to see if in a large number of trials, that randomly selected element of first vector is greater than the second one. For this I am planning to compare their mean values according to paired sample $t$-test. I know that the vector elements have specified variance and expected value. With this information is it justified to use this hypothesis test?

Thank you.

Cupitor
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1 Answers1

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If there is no expectation of a correlation between the values in the 'pairs' then using a paired t-test will reduce the power of the t-test by reducing the degrees of freedom without a compensating reduction in the variance of the measure.

(If the values are probabilities then they cannot be normally distributed and a standard t-test may be inappropriate. However, if the sample size is large enough the t-test is quite robust to departures from normality, particularly if the actual distribution is symmetrical and the two distributions have similar widths.)

Michael Lew
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