One Sample Mean Z-test

Choose Stats > One Sample Mean Z-test

../_images/1sample_z1.png
  • Sample Values: This column contains the sampled values, which must be numerical and continuous.

  • Summarized Data: If you know the statistical descriptions of the sampled values, fill in N (the count of the sampled values) and the mean. This information will override the sampled values selected above.

  • Hypothesis Test: The hypothesized mean value of the population must be inputted.

  • Known Values: The known population standard deviation must be inputted.

  • Alpha: The significance level used in the calculation. For example, for confidence intervals, the range is (1-alpha)100%.

Comparison of Z-test and t-test

Aspect

Z-test

T-test

Population standard deviation

Known

Unknown, estimated from sample

Sample size

Typically larger (>30)

Often smaller (<30)

Distribution

Standard normal (z-distribution)

t-distribution (varies with degrees of freedom)

Formula

\(z = \frac{\bar{x} - \mu}{\sigma / \sqrt{n}}\)

\(t = \frac{\bar{x} - \mu}{s / \sqrt{n}}\)

Robustness

Assumes normal distribution

More robust to slight deviations from normality

Degrees of freedom

Not used

Used, affects t-distribution shape

Practical use

Less common (population σ rarely known)

More common in real-world applications

A sample output:

---- One Sample Z ----
mean = 1.178
z = -2.880
df = 19.000
u0 = 1.500
Known SD = 0.500
Two-tailed test H0: μ = μ0, H1: μ ≠ μ0: p = 0.004
The p-value is the probability that the population mean equals the specified value from which the samples came.
95.00% range of population mean from which the samples came: (0.959, 1.397)
H0: μ = μ0, H1: μ > μ0 p-value = 0.998
95.00% Lower bound of population mean: 0.994
H0: μ = μ0, H1: μ < μ0 p-value = 0.002
95.00% Upper bound of population mean: 1.362
  • Hypotheses: Null hypothesis (H0): The population mean (estimated by the sample mean) is equal to the specified value. Alternative hypothesis (H1): The population mean is different from the specified value.

  • When the p-value is smaller than the significance level, the null hypothesis should be rejected. Alternatively, the p-value is the probability that the population mean equals the hypothesized population mean.

  • The confidence intervals of the population mean are determined by the percentage size of the range set by alpha.

  • In a t-test, the null hypothesis (H0) and alternative hypothesis (H1) can indeed be formulated as described, with H0: μ = μ0 and H1: μ > μ0. This is known as a one-tailed or directional test. If H0 is rejected, we accept that the true mean is greater than μ0, which is precisely what H1 states.