Two sample z test  overview
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Two sample $z$ test 


Independent/grouping variable  
One categorical with 2 independent groups  
Dependent variable  
One quantitative of interval or ratio level  
Null hypothesis  
H_{0}: $\mu_1 = \mu_2$
$\mu_1$ is the population mean for group 1, $\mu_2$ is the population mean for group 2  
Alternative hypothesis  
H_{1} two sided: $\mu_1 \neq \mu_2$ H_{1} right sided: $\mu_1 > \mu_2$ H_{1} left sided: $\mu_1 < \mu_2$  
Assumptions  
 
Test statistic  
$z = \dfrac{(\bar{y}_1  \bar{y}_2)  0}{\sqrt{\dfrac{\sigma^2_1}{n_1} + \dfrac{\sigma^2_2}{n_2}}} = \dfrac{\bar{y}_1  \bar{y}_2}{\sqrt{\dfrac{\sigma^2_1}{n_1} + \dfrac{\sigma^2_2}{n_2}}}$
$\bar{y}_1$ is the sample mean in group 1, $\bar{y}_2$ is the sample mean in group 2, $\sigma^2_1$ is the population variance in population 1, $\sigma^2_2$ is the population variance in population 2, $n_1$ is the sample size of group 1, $n_2$ is the sample size of group 2. The 0 represents the difference in population means according to the null hypothesis. The denominator $\sqrt{\frac{\sigma^2_1}{n_1} + \frac{\sigma^2_2}{n_2}}$ is the standard deviation of the sampling distribution of $\bar{y}_1  \bar{y}_2$. The $z$ value indicates how many of these standard deviations $\bar{y}_1  \bar{y}_2$ is removed from 0. Note: we could just as well compute $\bar{y}_2  \bar{y}_1$ in the numerator, but then the left sided alternative becomes $\mu_2 < \mu_1$, and the right sided alternative becomes $\mu_2 > \mu_1$.  
Sampling distribution of $z$ if H_{0} were true  
Standard normal distribution  
Significant?  
Two sided:
 
$C\%$ confidence interval for $\mu_1  \mu_2$  
$(\bar{y}_1  \bar{y}_2) \pm z^* \times \sqrt{\dfrac{\sigma^2_1}{n_1} + \dfrac{\sigma^2_2}{n_2}}$
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 $\mu_1  \mu_2$ can also be used as significance test.  
Visual representation  
Example context  
Is the average mental health score different between men and women? Assume that in the population, the standard devation of the mental health scores is $\sigma_1$ = 2 amongst men and $\sigma_2$ = 2.5 amongst women.  
Practice questions  