Two sample z test  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 righthand column. To practice with a specific method click the button at the bottom row of the table
Two sample $z$ test  $z$ test for a single proportion 


Independent/grouping variable  Independent variable  
One categorical with 2 independent groups  None  
Dependent variable  Dependent variable  
One quantitative of interval or ratio level  One categorical with 2 independent groups  
Null hypothesis  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  H_{0}: $\pi = \pi_0$
$\pi$ is the population proportion of 'successes'; $\pi_0$ is the population proportion of successes according to the null hypothesis  
Alternative hypothesis  Alternative hypothesis  
H_{1} two sided: $\mu_1 \neq \mu_2$ H_{1} right sided: $\mu_1 > \mu_2$ H_{1} left sided: $\mu_1 < \mu_2$  H_{1} two sided: $\pi \neq \pi_0$ H_{1} right sided: $\pi > \pi_0$ H_{1} left sided: $\pi < \pi_0$  
Assumptions  Assumptions  

 
Test statistic  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 $\mu_2 > \mu_1$.  $z = \dfrac{p  \pi_0}{\sqrt{\dfrac{\pi_0(1  \pi_0)}{N}}}$
$p$ 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 H_{0} were true  Sampling distribution of $z$ if H_{0} were true  
Standard normal distribution  Approximately the standard normal distribution  
Significant?  Significant?  
Two sided:
 Two sided:
 
$C\%$ confidence interval for $\mu_1  \mu_2$  Approximate $C\%$ confidence interval for $\pi$  
$(\bar{y}_1  \bar{y}_2) \pm z^* \times \sqrt{\dfrac{\sigma^2_1}{n_1} + \dfrac{\sigma^2_2}{n_2}}$
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 $\mu_1  \mu_2$ can also be used as significance test.  Regular (large sample):
 
Visual representation  n.a.  
  
n.a.  Equivalent to  
 
 
Example context  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.  Is the proportion of smokers amongst office workers different from $\pi_0 = .2$? Use the normal approximation for the sampling distribution of the test statistic.  
n.a.  SPSS  
  Analyze > Nonparametric Tests > Legacy Dialogs > Binomial...
 
n.a.  Jamovi  
  Frequencies > 2 Outcomes  Binomial test
 
Practice questions  Practice questions  