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

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(Issues:: added issue number)
(Syntax:)
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=== Syntax: ===
 
=== Syntax: ===
 
<tt>'''ZTEST(data; &mu; &sigma;)'''</tt>
 
<tt>'''ZTEST(data; &mu; &sigma;)'''</tt>
: <tt>'''data'''</tt> is a range or array containg a random sample from a population (population assumed to have a normal distribution).
+
: <tt>'''data'''</tt> is a range or array containing a random sample from a population (population assumed to have a normal distribution).
  
 
: <tt>'''&mu;'''</tt> is the (known) mean of the population.
 
: <tt>'''&mu;'''</tt> is the (known) mean of the population.
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: <tt>'''&sigma;'''</tt> is the (known) standard deviation of the population. If omitted, it is estimated from the sample data by <tt>'''STDEV(data)'''</tt>.
 
: <tt>'''&sigma;'''</tt> is the (known) standard deviation of the population. If omitted, it is estimated from the sample data by <tt>'''STDEV(data)'''</tt>.
  
: <tt>'''ZTEST'''</tt> calculates the z statistic as
+
: <tt>'''ZTEST'''</tt> calculates the z statistic:
 
:: [[Image:Calc_z_formula.png]]
 
:: [[Image:Calc_z_formula.png]]
  
: and returns a probability based on that.
+
: 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.
  
 
=== Example: ===
 
=== Example: ===

Revision as of 07:50, 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. 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. ZTEST returns the one-sided cumulative probability.

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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