One sample z test for the mean - overview

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One sample $z$ test for the mean
Independent variable
Dependent variable
One quantitative of interval or ratio level
Null hypothesis
H0: $\mu = \mu_0$

Here $\mu$ is the population mean, and $\mu_0$ is the population mean according to the null hypothesis.
Alternative hypothesis
H1 two sided: $\mu \neq \mu_0$
H1 right sided: $\mu > \mu_0$
H1 left sided: $\mu < \mu_0$
  • 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
$z = \dfrac{\bar{y} - \mu_0}{\sigma / \sqrt{N}}$
Here $\bar{y}$ is the sample mean, $\mu_0$ is the population mean according to the null hypothesis, $\sigma$ is the population standard deviation, and $N$ 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 distribution
Two sided: Right sided: Left sided:
$C\%$ confidence interval for $\mu$
$\bar{y} \pm z^* \times \dfrac{\sigma}{\sqrt{N}}$
where the critical value $z^*$ 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 $\mu_0$: $$d = \frac{\bar{y} - \mu_0}{\sigma}$$ Cohen's $d$ indicates how many standard deviations $\sigma$ the sample mean $\bar{y}$ is removed from $\mu_0.$
Visual representation
One sample z test
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