In the article "coffee, caffeine, and risk of depression among women" in the september 2011 edition of the archives of internal medicine, researchers investigated the relationship between caffeine consumption and depression among women.

the participants in this study were older, with substantially lower rates of depression when compared to female teens. researchers compared two groups of women (among others) in this study: those who do not drink coffee and those who routinely drink 4 or more cups of coffee each day.

for the following question, a coffee drinker is a woman who drinks four or more cups each day.

suppose that the difference between the proportions of coffee drinkers and non-coffee drinkers who are depressed is equal to −0.02. (so the statistic is p-hat for coffee drinkers minus p-hat for non-coffee drinkers.)

which group has a higher depression rate?

a) coffee drinkers

b) non-coffee drinkers