One sample z test for the mean overview

This page offers structured overviews of one or more selected methods. Add additional methods for comparisons by clicking on the dropdown button in the right-hand column. To practice with a specific method click the button at the bottom row of the table

One sample $z$ test for the mean	$z$ test for a single proportion $z$ test for the difference between two proportions Goodness of fit test Chi-squared test for the relationship between two categorical variables One sample $z$ test for the mean One sample $t$ test for the mean Paired sample $t$ test Two sample $z$ test Two sample $t$ test - equal variances not assumed Two sample $t$ test - equal variances assumed One way ANOVA Two way ANOVA Pearson correlation Regression (OLS) Logistic regression Mann-Whitney-Wilcoxon test Kruskal-Wallis test Sign test McNemar's test Cochran's Q test Marginal Homogeneity test / Stuart-Maxwell test Friedman test Wilcoxon signed-rank test Spearman's rho
Independent variable
None
Dependent variable
One quantitative of interval or ratio level
Null hypothesis
$\mu = \mu_0$ $\mu$ is the unknown population mean; $\mu_0$ is the population mean according to H0
Alternative hypothesis
Two sided: $\mu \neq \mu_0$ Right sided: $\mu > \mu_0$ Left sided: $\mu < \mu_0$
Assumptions
Scores are normally distributed in the population Population standard deviation $\sigma$ is known Sample is a simple random sample from the population. That is, observations are independent of one another
Test statistic
$z = \dfrac{\bar{y} - \mu_0}{\sigma / \sqrt{N}}$ $\bar{y}$ is the sample mean, $\mu_0$ is the population mean according to H0, $\sigma$ is the population standard deviation, $N$ is the sample size. The denominator $\sigma / \sqrt{N}$ is the standard deviation of the sampling distribution of $\bar{y}$. The $z$ value indicates how many of these standard deviations $\bar{y}$ is removed from $\mu_0$
Sampling distribution of $z$ if H0 were true
Standard normal
Significant?
Two sided: Check if $z$ observed in sample is at least as extreme as critical value $z^$ or Find two sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$ Right sided: Check if $z$ observed in sample is equal to or larger than critical value $z^$ or Find right sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$ Left sided: Check if $z$ observed in sample is equal to or smaller than critical value $z^*$ or Find left sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$
$C\%$ confidence interval for $\mu$
$\bar{y} \pm z^* \times \dfrac{\sigma}{\sqrt{N}}$ where $z^$ is the value under the normal curve with the area $C / 100$ between $-z^$ and $z^$ (e.g. $z^$ = 1.96 for a 95% confidence interval) The confidence interval for $\mu$ can also be used as significance test.
Effect size
Cohen's $d$: Standardized difference between the sample mean and $\mu_0$: $$d = \frac{\bar{y} - \mu_0}{\sigma}$$ Indicates how many standard deviations $\sigma$ the sample mean $\bar{y}$ is removed from $\mu_0$
Visual representation

Example context
Is the average mental health score of office workers different from $\mu_0$ = 50? Assume that the standard deviation of the mental health scores in the population is $\sigma$ = 3.
Practice questions

One sample z test for the mean: overview