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	Binomial test for a single proportion	$z$ test for a single proportion
Independent variable	Independent variable	Independent variable
None	None	None
Dependent variable	Dependent variable	Dependent variable
One quantitative of interval or ratio level	One categorical with 2 independent groups	One categorical with 2 independent groups
Null hypothesis	Null hypothesis	Null hypothesis
H₀: $\mu = \mu_0$ Here $\mu$ is the population mean, and $\mu_0$ is the population mean according to the null hypothesis.	H₀: $\pi = \pi_0$ Here $\pi$ is the population proportion of 'successes', and $\pi_0$ is the population proportion of successes according to the null hypothesis.	H₀: $\pi = \pi_0$ Here $\pi$ is the population proportion of 'successes', and $\pi_0$ is the population proportion of successes according to the null hypothesis.
Alternative hypothesis	Alternative hypothesis	Alternative hypothesis
H₁ two sided: $\mu \neq \mu_0$ H₁ right sided: $\mu > \mu_0$ H₁ left sided: $\mu < \mu_0$	H₁ two sided: $\pi \neq \pi_0$ H₁ right sided: $\pi > \pi_0$ H₁ left sided: $\pi < \pi_0$	H₁ two sided: $\pi \neq \pi_0$ H₁ right sided: $\pi > \pi_0$ H₁ left sided: $\pi < \pi_0$
Assumptions	Assumptions	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	Sample is a simple random sample from the population. That is, observations are independent of one another	Sample size is large enough for $z$ to be approximately normally distributed. Rule of thumb: Significance test: $N \times \pi_0$ and $N \times (1 - \pi_0)$ are each larger than 10 Regular (large sample) 90%, 95%, or 99% confidence interval: number of successes and number of failures in sample are each 15 or more Plus four 90%, 95%, or 99% confidence interval: total sample size is 10 or more Sample is a simple random sample from the population. That is, observations are independent of one another If the sample size is too small for $z$ to be approximately normally distributed, the binomial test for a single proportion should be used.
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 $\mu_0$.	$X$ = number of successes in the sample	$z = \dfrac{p - \pi_0}{\sqrt{\dfrac{\pi_0(1 - \pi_0)}{N}}}$ Here $p$ is the sample proportion of successes: $\dfrac{X}{N}$, $N$ is the sample size, and $\pi_0$ is the population proportion of successes according to the null hypothesis.
Sampling distribution of $z$ if H₀ were true	Sampling distribution of $X$ if H0 were true	Sampling distribution of $z$ if H₀ were true
Standard normal distribution	Binomial($n$, $P$) distribution. Here $n = N$ (total sample size), and $P = \pi_0$ (population proportion according to the null hypothesis).	Approximately the standard normal distribution
Significant?	Significant?	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 $\alpha$	Two sided: Check if $X$ observed in sample is in the rejection region or Find two sided $p$ value corresponding to observed $X$ and check if it is equal to or smaller than $\alpha$ Right sided: Check if $X$ observed in sample is in the rejection region or Find right sided $p$ value corresponding to observed $X$ and check if it is equal to or smaller than $\alpha$ Left sided: Check if $X$ observed in sample is in the rejection region or Find left sided $p$ value corresponding to observed $X$ and check if it is equal to or smaller than $\alpha$	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 $\mu$	n.a.	Approximate $C\%$ confidence interval for $\pi$
$\bar{y} \pm z^* \times \dfrac{\sigma}{\sqrt{N}}$ 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): $p \pm z^* \times \sqrt{\dfrac{p(1 - p)}{N}}$ 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) With plus four method: $p_{plus} \pm z^* \times \sqrt{\dfrac{p_{plus}(1 - p_{plus})}{N + 4}}$ where $p_{plus} = \dfrac{X + 2}{N + 4}$ and 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)
Effect size	n.a.	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.	n.a.
	-	-
n.a.	n.a.	Equivalent to
-	-	When testing two sided: goodness of fit test, with a categorical variable with 2 levels. When $N$ is large, the $p$ value from the $z$ test for a single proportion approaches the $p$ value from the binomial test for a single proportion. The $z$ test for a single proportion is just a large sample approximation of the binomial test for a single proportion.
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 amongst office workers different from $\pi_0 = 0.2$?	Is the proportion of smokers amongst office workers different from $\pi_0 = 0.2$? Use the normal approximation for the sampling distribution of the test statistic.
n.a.	SPSS	SPSS
-	Analyze > Nonparametric Tests > Legacy Dialogs > Binomial... Put your dichotomous variable in the box below Test Variable List Fill in the value for $\pi_0$ in the box next to Test Proportion	Analyze > Nonparametric Tests > Legacy Dialogs > Binomial... Put your dichotomous variable in the box below Test Variable List Fill in the value for $\pi_0$ in the box next to Test Proportion If computation time allows, SPSS will give you the exact $p$ value based on the binomial distribution, rather than the approximate $p$ value based on the normal distribution
n.a.	Jamovi	Jamovi
-	Frequencies > 2 Outcomes - Binomial test Put your dichotomous variable in the white box at the right Fill in the value for $\pi_0$ in the box next to Test value Under Hypothesis, select your alternative hypothesis	Frequencies > 2 Outcomes - Binomial test Put your dichotomous variable in the white box at the right Fill in the value for $\pi_0$ in the box next to Test value Under Hypothesis, select your alternative hypothesis Jamovi will give you the exact $p$ value based on the binomial distribution, rather than the approximate $p$ value based on the normal distribution
Practice questions	Practice questions	Practice questions

One sample z test for the mean - overview