Difference between revisions of "Documentation/How Tos/Calc: ZTEST function"

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(Syntax:)
(Syntax:)
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:: [[Image:Calc_z_formula.png]]
 
:: [[Image:Calc_z_formula.png]]
  
: where ''m'' is the sample mean and ''n'' the number in the sample. Where the mean and standard deviation of the population are known, the z statistic forms a standard normal distribution - that is, a normal distribution with mean=0 and standard deviation=1. <tt>'''ZTEST'''</tt> returns the one-sided cumulative probability.
+
: where ''m'' is the sample mean and ''n'' the number in the sample. When the mean and standard deviation of the population are known, the z statistic forms a standard normal distribution - that is, a normal distribution with mean=0 and standard deviation=1.
 +
 
 +
: <tt>'''ZTEST'''</tt> returns the '''one-sided''' cumulative probability - the area under the standard normal curve to the right of the z value (shaded blue here):
 +
<center>[[Image:Calc_ztest_graph2.png]] [[Image:Calc_ztest_graph1.png]] </center>
  
 
=== Example: ===
 
=== Example: ===

Revision as of 08:53, 20 July 2008


ZTEST

Returns the result of a z-test.

Syntax:

ZTEST(data; μ σ)

data is a range or array containing a random sample from a population (population assumed to have a normal distribution).
μ is the (known) mean of the population.
σ is the (known) standard deviation of the population. If omitted, it is estimated from the sample data by STDEV(data).
ZTEST calculates the z statistic:
Calc z formula.png
where m is the sample mean and n the number in the sample. When the mean and standard deviation of the population are known, the z statistic forms a standard normal distribution - that is, a normal distribution with mean=0 and standard deviation=1.
ZTEST returns the one-sided cumulative probability - the area under the standard normal curve to the right of the z value (shaded blue here):
Calc ztest graph2.png Calc ztest graph1.png

Example:

ZTEST(A2:A20; 9; 2)

returns the result of a z-test on a sample A2:A20 drawn from a population with known mean 9 and known standard deviation 2.

See also:

TTEST

Statistical functions

Issues:

  • The validity of this measure is not clear; see for example the draft ODFF standard 16May08, and that Excel has referred to this as both a one-tailed and a two-tailed test.
  • Calc and Excel produce different results for the 3 parameter version of this function. Excel calculates 1 - NORMSDIST(z). See issue 90759.
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