z test for a single proportion - overview
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$z$ test for a single proportion | One sample $z$ test for the mean |
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Independent variable | Independent variable | |
None | None | |
Dependent variable | Dependent variable | |
One categorical with 2 independent groups | One quantitative of interval or ratio level | |
Null hypothesis | 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: $\mu = \mu_0$
Here $\mu$ is the population mean, and $\mu_0$ is the population mean according to the null hypothesis. | |
Alternative hypothesis | Alternative hypothesis | |
H1 two sided: $\pi \neq \pi_0$ H1 right sided: $\pi > \pi_0$ H1 left sided: $\pi < \pi_0$ | H1 two sided: $\mu \neq \mu_0$ H1 right sided: $\mu > \mu_0$ H1 left sided: $\mu < \mu_0$ | |
Assumptions | Assumptions | |
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Test statistic | Test statistic | |
$z = \dfrac{p - \pi_0}{\sqrt{\dfrac{\pi_0(1 - \pi_0)}{N}}}$
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. | $z = \dfrac{\bar{y} - \mu_0}{\sigma / \sqrt{N}}$
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 | Sampling distribution of $z$ if H0 were true | |
Approximately the standard normal distribution | Standard normal distribution | |
Significant? | Significant? | |
Two sided:
| Two sided:
| |
Approximate $C\%$ confidence interval for $\pi$ | $C\%$ confidence interval for $\mu$ | |
Regular (large sample):
| $\bar{y} \pm z^* \times \dfrac{\sigma}{\sqrt{N}}$
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. | |
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 $\mu_0.$ | |
n.a. | Visual representation | |
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Equivalent to | n.a. | |
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Example context | Example context | |
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. | 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 $\sigma = 3.$ | |
SPSS | n.a. | |
Analyze > Nonparametric Tests > Legacy Dialogs > Binomial...
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Jamovi | n.a. | |
Frequencies > 2 Outcomes - Binomial test
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Practice questions | Practice questions | |