A statistical hypothesis test is a method of making decisions using data, whether from a controlled experiment or an observational study (not

controlled). In statistics, a result is called statistically significant if it is unlikely to have occurred by chance alone, according to a pre-determined threshold probability, the significance level. The phrase "test of significance" was coined by Ronald Fisher: "Critical tests of this kind may be called tests of significance, and when such tests are available we may discover whether a second sample is or is not significantly different from the first."[1] Hypothesis testing is sometimes called confirmatory data analysis, in contrast to exploratory data analysis. In frequency probability, these decisions are almost always made using null-hypothesis tests (i.e., tests that answer the question Assuming that the null hypothesis is true, what is the probability of observing a value for the test statistic that is at least as extreme as the value that was actually observed?)[2] One use of hypothesis testing is deciding whether experimental results contain enough information to cast doubt on conventional wisdom. A result that was found to be statistically significant is also called a positive result; conversely, a result that is not unlikely under the null hypothesis is called a negative result or a null result. Statistical hypothesis testing is a key technique of frequentist statistical inference. The Bayesian approach to hypothesis testing is to base rejection of the hypothesis on the posterior probability.[3] Other approaches to reaching a decision based on data are available via decision theory and optimal decisions. The critical region of a hypothesis test is the set of all outcomes which, if they occur, will lead us to decide that there is a difference. That is, cause the null hypothesis to be rejected in favor of the alternative hypothesis. The critical region is usually denoted by the letter C.

Z-test
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Jump to: navigation, search A Z-test is any statistical test for which the distribution of the test statistic under the null hypothesis can be approximated by a normal distribution.[dubious discuss] Due to the central limit theorem, many test statistics are approximately normally distributed for large samples. Therefore, many statistical tests can be performed as approximate Z-tests if the sample size is large.

Example
Suppose that in a particular geographic region, the mean and standard deviation of scores on a reading test are 100 points, and 12 points, respectively. Our interest is in the scores of 55 students in a particular school who received a mean score of 96. We can ask whether this mean score is significantly lower than the regional mean that is, are the students in this school comparable to a simple random sample of 55 students from the region as a whole, or are their scores surprisingly low?

We begin by calculating the standard error of the mean:

Next we calculate the z-score, which is the distance from the sample mean to the population mean in units of the standard error:

In this example, we treat the population mean and variance as known, which would be appropriate either if all students in the region were tested, or if a large random sample were used to estimate the population mean and variance with minimal estimation error. The classroom mean score is 96, which is 2.47 standard error units from the population mean of 100. Looking up the z-score in a table of the standard normal distribution, we find that the probability of observing a standard normal value below -2.47 is approximately 0.5 - 0.4932 = 0.0068. This is the one-sided p-value for the null hypothesis that the 55 students are comparable to a simple random sample from the population of all test-takers. The two-sided p-value is approximately 0.014 (twice the one-sided p-value). Another way of stating things is that with probability 1 0.014 = 0.986, a simple random sample of 55 students would have a mean test score within 4 units of the population mean. We could also say that with 98% confidence we reject the null hypothesis that the 55 test takers are comparable to a simple random sample from the population of test-takers. The Z-test tells us that the 55 students of interest have an unusually low mean test score compared to most simple random samples of similar size from the population of test-takers. A deficiency of this analysis is that it does not consider whether the effect size of 4 points is meaningful. If instead of a classroom, we considered a subregion containing 900 students whose mean score was 99, nearly the same z-score and pvalue would be observed. This shows that if the sample size is large enough, very small differences from the null value can be highly statistically significant. See statistical hypothesis testing for further discussion of this issue.

Z test of a single observation

This is a test to assess whether an observation from a sample comes from a normal distribution with known m variance.

A test of whether an observation belongs to a population of observations that follow a normal distri

with given mean and variance Question: Does a given observation come from a given normal distribution? Assumptions: population is normally distributed with known mean and variance. Hypothesis: Null (H0): observation belongs to the normal distribution with given mean and standard deviation;

The alternative/experimental (H1) is one of the following to be selected by you, depending on the question

observation does not belong to this particular normal distribution. observation comes from normal distribution with higher mean observation comes from normal distribution with lower mean

Test statistic, T:
$T=\frac{X-\mu }{\sigma }$ being tested; \mu is the population mean; \sigma

where X is the observation (a value) is the population st deviation. Decision rule: either calculate p-value, or compare test stat with critical value. Doing either requires the z

Example. Suppose in an entrance exam, the scores on a numeracy test for students at the college is normally with mean 80 and standard deviation 5. Little Tommy gets a score of 95. Test whether his score is from the po Solution H0: Tommy's score belongs to population; H1: Tommy's score does not belong to population Test stat is: T = (95-80)/5 = 3.

The critical value at the 5 per cent significance level is 1.96. Since the test statistic exceeds the critical value, evidence to reject the null. The critical value at the 1 per cent significance level is 2.33. Since T exceeds the c at the 1 per cent significance level, it can be concluded there is not just evidence, but strong evidence against Conclude Tommy does not belong to this population. If we picked out a child form the school at random, it w surprise if the student scored 95. One-Sample z-Test

A one-sample z-test is used to test whether a population parameter is significantly different from some hypoth value. Here is how to use the test.

Define hypotheses. The table below shows three sets of null and alternative hypotheses. Each makes a about how the true population mean is related to some hypothesized value M. (In the table, the symb " not equal to ".)

Se Null hypothesis Alternative hypothesis Number of tails t 1 2 3

=M >M <M

M <M >M

2 1 1

Specify significance level. Often, researchers choose significance levels equal to 0.01, 0.05, or 0.10; b value between 0 and 1 can be used. Compute test statistic. The test statistic is a z-score (z) defined by the following equation.

z = (x - M ) / [ /sqrt(n) ]

where x is the observed sample mean, M is the hypothesized population mean (from the null hypothesis), and standard deviation of the population.

Compute P-value. The P-value is the probability of observing a sample statistic as extreme as the test s Since the test statistic is a z-score, use the Normal Distribution Calculator to assess the probability ass with the z-score. Evaluate null hypothesis. The evaluation involves comparing the P-value to the significance level, and the null hypothesis when the P-value is less than the significance level.

The one-sample z-test can be used when the population is normally distributed, and the population variance is See also:

Conclude Tommy does not belong to this population. If we picked out a child form the school at random, it w surprise if the student scored 95.