One sample z test for the mean  overview
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One sample $z$ test for the mean  KruskalWallis test 


Independent variable  Independent/grouping variable  
None  One categorical with $I$ independent groups ($I \geqslant 2$)  
Dependent variable  Dependent variable  
One quantitative of interval or ratio level  One of ordinal level  
Null hypothesis  Null hypothesis  
H_{0}: $\mu = \mu_0$
Here $\mu$ is the population mean, and $\mu_0$ is the population mean according to the null hypothesis.  If the dependent variable is measured on a continuous scale and the shape of the distribution of the dependent variable is the same in all $I$ populations:
Formulation 1:
 
Alternative hypothesis  Alternative hypothesis  
H_{1} two sided: $\mu \neq \mu_0$ H_{1} right sided: $\mu > \mu_0$ H_{1} left sided: $\mu < \mu_0$  If the dependent variable is measured on a continuous scale and the shape of the distribution of the dependent variable is the same in all $I$ populations:
Formulation 1:
 
Assumptions  Assumptions  

 
Test statistic  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 $\mu_0$.  $H = \dfrac{12}{N (N + 1)} \sum \dfrac{R^2_i}{n_i}  3(N + 1)$  
Sampling distribution of $z$ if H_{0} were true  Sampling distribution of $H$ if H_{0} were true  
Standard normal distribution  For large samples, approximately the chisquared distribution with $I  1$ degrees of freedom. For small samples, the exact distribution of $H$ should be used.  
Significant?  Significant?  
Two sided:
 For large samples, the table with critical $X^2$ values can be used. If we denote $X^2 = H$:
 
$C\%$ confidence interval for $\mu$  n.a.  
$\bar{y} \pm z^* \times \dfrac{\sigma}{\sqrt{N}}$
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  n.a.  
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  n.a.  
  
Example context  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 $\sigma = 3.$  Do people from different religions tend to score differently on social economic status?  
n.a.  SPSS  
  Analyze > Nonparametric Tests > Legacy Dialogs > K Independent Samples...
 
n.a.  Jamovi  
  ANOVA > One Way ANOVA  KruskalWallis
 
Practice questions  Practice questions  