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


Independent variable  Independent/grouping variable  
None  One categorical with 2 independent groups  
Dependent variable  Dependent variable  
One quantitative of interval or ratio level  One of ordinal level  
Null hypothesis  Null hypothesis  
H_{0}: $\mu = \mu_0$
$\mu$ is the population mean; $\mu_0$ 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 both 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 both populations:
Formulation 1:
 
Assumptions  Assumptions  

 
Test statistic  Test statistic  
$z = \dfrac{\bar{y}  \mu_0}{\sigma / \sqrt{N}}$
$\bar{y}$ is the sample mean, $\mu_0$ is the population mean according to the null hypothesis, $\sigma$ is the population standard deviation, $N$ 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 $\mu_0$.  Two different types of test statistics can be used; both will result in the same test outcome. The first is the Wilcoxon rank sum statistic $W$:
Note: we could just as well base W and U on group 2. This would only 'flip' the right and left sided alternative hypotheses. Also, tables with critical values for $U$ are often based on the smaller of $U$ for group 1 and for group 2.  
Sampling distribution of $z$ if H_{0} were true  Sampling distribution of $W$ and of $U$ if H_{0} were true  
Standard normal distribution  Sampling distribution of $W$:
Sampling distribution of $U$: For small samples, the exact distribution of $W$ or $U$ should be used. Note: the formula for the standard deviations $\sigma_W$ and $\sigma_U$ is more complicated if ties are present in the data.  
Significant?  Significant?  
Two sided:
 For large samples, the table for standard normal probabilities can be used: Two sided:
 
$C\%$ confidence interval for $\mu$  n.a.  
$\bar{y} \pm z^* \times \dfrac{\sigma}{\sqrt{N}}$
where $z^*$ 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 $\mu_0$: $$d = \frac{\bar{y}  \mu_0}{\sigma}$$ Indicates how many standard deviations $\sigma$ the sample mean $\bar{y}$ is removed from $\mu_0$    
Visual representation  n.a.  
  
n.a.  Equivalent to  
  If no ties in the data: two sided MannWhitneyWilcoxon test is equivalent to KruskalWallis test with an independent variable with 2 levels ($I = 2$)  
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 men tend to score higher on social economic status than women?  
n.a.  SPSS  
  Analyze > Nonparametric Tests > Legacy Dialogs > 2 Independent Samples...
 
n.a.  Jamovi  
  TTests > Independent Samples TTest
 
Practice questions  Practice questions  