One sample z test for the mean  overview
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One sample $z$ test for the mean  $z$ test for the difference between two proportions  Spearman's rho  Two way ANOVA 


Independent variable  Independent/grouping variable  Variable 1  Independent/grouping variables  
None  One categorical with 2 independent groups  One of ordinal level  Two categorical, the first with $I$ independent groups and the second with $J$ independent groups ($I \geqslant 2$, $J \geqslant 2$)  
Dependent variable  Dependent variable  Variable 2  Dependent variable  
One quantitative of interval or ratio level  One categorical with 2 independent groups  One of ordinal level  One quantitative of interval or ratio level  
Null hypothesis  Null hypothesis  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.  H_{0}: $\pi_1 = \pi_2$
Here $\pi_1$ is the population proportion of 'successes' for group 1, and $\pi_2$ is the population proportion of 'successes' for group 2.  H_{0}: $\rho_s = 0$
Here $\rho_s$ is the Spearman correlation in the population. The Spearman correlation is a measure for the strength and direction of the monotonic relationship between two variables of at least ordinal measurement level. In words, the null hypothesis would be: H_{0}: there is no monotonic relationship between the two variables in the population.  ANOVA $F$ tests:
 
Alternative hypothesis  Alternative hypothesis  Alternative hypothesis  Alternative hypothesis  
H_{1} two sided: $\mu \neq \mu_0$ H_{1} right sided: $\mu > \mu_0$ H_{1} left sided: $\mu < \mu_0$  H_{1} two sided: $\pi_1 \neq \pi_2$ H_{1} right sided: $\pi_1 > \pi_2$ H_{1} left sided: $\pi_1 < \pi_2$  H_{1} two sided: $\rho_s \neq 0$ H_{1} right sided: $\rho_s > 0$ H_{1} left sided: $\rho_s < 0$  ANOVA $F$ tests:
 
Assumptions  Assumptions  Assumptions  Assumptions  



 
Test statistic  Test statistic  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 $\mu_0$.  $z = \dfrac{p_1  p_2}{\sqrt{p(1  p)\Bigg(\dfrac{1}{n_1} + \dfrac{1}{n_2}\Bigg)}}$
Here $p_1$ is the sample proportion of successes in group 1: $\dfrac{X_1}{n_1}$, $p_2$ is the sample proportion of successes in group 2: $\dfrac{X_2}{n_2}$, $p$ is the total proportion of successes in the sample: $\dfrac{X_1 + X_2}{n_1 + n_2}$, $n_1$ is the sample size of group 1, and $n_2$ is the sample size of group 2. Note: we could just as well compute $p_2  p_1$ in the numerator, but then the left sided alternative becomes $\pi_2 < \pi_1$, and the right sided alternative becomes $\pi_2 > \pi_1.$  $t = \dfrac{r_s \times \sqrt{N  2}}{\sqrt{1  r_s^2}} $ Here $r_s$ is the sample Spearman correlation and $N$ is the sample size. The sample Spearman correlation $r_s$ is equal to the Pearson correlation applied to the rank scores.  For main and interaction effects together (model):
 
n.a.  n.a.  n.a.  Pooled standard deviation  
      $ \begin{aligned} s_p &= \sqrt{\dfrac{\sum\nolimits_{subjects} (\mbox{subject's score}  \mbox{its group mean})^2}{N  (I \times J)}}\\ &= \sqrt{\dfrac{\mbox{sum of squares error}}{\mbox{degrees of freedom error}}}\\ &= \sqrt{\mbox{mean square error}} \end{aligned} $  
Sampling distribution of $z$ if H_{0} were true  Sampling distribution of $z$ if H_{0} were true  Sampling distribution of $t$ if H_{0} were true  Sampling distribution of $F$ if H_{0} were true  
Standard normal distribution  Approximately the standard normal distribution  Approximately the $t$ distribution with $N  2$ degrees of freedom  For main and interaction effects together (model):
 
Significant?  Significant?  Significant?  Significant?  
Two sided:
 Two sided:
 Two sided:

 
$C\%$ confidence interval for $\mu$  Approximate $C\%$ confidence interval for $\pi_1  \pi_2$  n.a.  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.  Regular (large sample):
     
Effect size  n.a.  n.a.  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  n.a.  n.a.  n.a.  
      
n.a.  n.a.  n.a.  ANOVA table  
      
n.a.  Equivalent to  n.a.  Equivalent to  
  When testing two sided: chisquared test for the relationship between two categorical variables, where both categorical variables have 2 levels.    OLS regression with two categorical independent variables and the interaction term, transformed into $(I  1)$ + $(J  1)$ + $(I  1) \times (J  1)$ code variables.  
Example context  Example context  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 $\sigma = 3.$  Is the proportion of smokers different between men and women? Use the normal approximation for the sampling distribution of the test statistic.  Is there a monotonic relationship between physical health and mental health?  Is the average mental health score different between people from a low, moderate, and high economic class? And is the average mental health score different between men and women? And is there an interaction effect between economic class and gender?  
n.a.  SPSS  SPSS  SPSS  
  SPSS does not have a specific option for the $z$ test for the difference between two proportions. However, you can do the chisquared test instead. The $p$ value resulting from this chisquared test is equivalent to the two sided $p$ value that would have resulted from the $z$ test. Go to:
Analyze > Descriptive Statistics > Crosstabs...
 Analyze > Correlate > Bivariate...
 Analyze > General Linear Model > Univariate...
 
n.a.  Jamovi  Jamovi  Jamovi  
  Jamovi does not have a specific option for the $z$ test for the difference between two proportions. However, you can do the chisquared test instead. The $p$ value resulting from this chisquared test is equivalent to the two sided $p$ value that would have resulted from the $z$ test. Go to:
Frequencies > Independent Samples  $\chi^2$ test of association
 Regression > Correlation Matrix
 ANOVA > ANOVA
 
Practice questions  Practice questions  Practice questions  Practice questions  