Definition z-test

In the context of hypothesis testing, the z-test is used to compare the means of two distributions to assess if their difference is statistically significant or not. The z-test requires two conditions: first, that the two distributions are normally distributed; second, that their variance is known. The latter point shows the main difference between the t-test and the z-test. In a z-test, variance of the whole population must be known. In the t-test, only the variance of the available observations is known.

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Entries starting with Z
  • z-test