time-to-botec/squiggle/node_modules/@stdlib/stats/ztest2/README.md

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# z-Test

> Two-sample z-Test.

<section class="usage">

## Usage

```javascript
var ztest2 = require( '@stdlib/stats/ztest2' );
```

#### ztest2( x, y, sigmax, sigmay\[, opts] )

By default, the function performs a two-sample z-test for the null hypothesis that the data in [arrays][mdn-array] or [typed arrays][mdn-typed-array] `x` and `y` is  independently drawn from normal distributions with _equal_ means and known standard deviations `sigmax` and `sigmay`.

```javascript
var x = [ 2.66, 1.5, 3.25, 0.993, 2.31, 2.41, 1.76, 2.57, 2.62, 1.23 ]; // Drawn from N(2,1)
var y = [ 4.88, 2.93, 2.96, 4.5, -0.0603, 4.62, 3.35, 2.98 ]; // Drawn from N(3,2)

var out = ztest2( x, y, 1.0, 2.0 );
/* e.g., returns
    {
        'rejected': false,
        'pValue': ~0.141,
        'statistic': ~-1.471,
        'ci': [ ~-2.658, ~0.379 ],
        // ...
    }
*/
```

The returned object comes with a `.print()` method which when invoked will print a formatted output of the results of the hypothesis test. `print` accepts a `digits` option that controls the number of decimal digits displayed for the outputs and a `decision` option, which when set to `false` will hide the test decision.

<!-- run-disable -->

```javascript
console.log( out.print() );
/* e.g., =>
    Two-sample z-test

    Alternative hypothesis: True difference in means is not equal to 0

        pValue: 0.1412
        statistic: -1.4713
        95% confidence interval: [-2.6578,0.3785]

    Test Decision: Fail to reject null in favor of alternative at 5% significance level
*/
```

The function accepts the following `options`:

-   **alpha**: `number` in the interval `[0,1]` giving the significance level of the hypothesis test. Default: `0.05`.
-   **alternative**: Either `two-sided`, `less` or `greater`. Indicates whether the alternative hypothesis is that `x` has a larger mean than `y` (`greater`), `x` has a smaller mean than `y` (`less`) or the means are the same (`two-sided`). Default: `two-sided`.
-   **difference**: `number` denoting the difference in means under the null hypothesis. Default: `0`.

By default, the hypothesis test is carried out at a significance level of `0.05`. To choose a different significance level, set the `alpha` option.

<!-- run-disable -->

```javascript
var out = ztest2( x, y, 1.0, 2.0, {
    'alpha': 0.2
});
var table = out.print();
/* e.g., returns
    Two-sample z-test

    Alternative hypothesis: True difference in means is not equal to 0

        pValue: 0.1412
        statistic: -1.4713
        80% confidence interval: [-2.1323,-0.147]

    Test Decision: Reject null in favor of alternative at 20% significance level
*/
```

By default, a two-sided test is performed. To perform either of the one-sided tests, set the `alternative` option to `less` or `greater`.

<!-- run-disable -->

```javascript
var out = ztest2( x, y, {
    'alternative': 'less'
});
var table = out.print();
/* e.g., returns
    Two-sample z-test

    Alternative hypothesis: True difference in means is less than 0

        pValue: 0.0706
        statistic: -1.4713
        95% confidence interval: [-Infinity,0.1344]

    Test Decision: Fail to reject null in favor of alternative at 5% significance level
*/

out = ztest2( x, y, {
    'alternative': 'greater'
});
table = out.print();
/* e.g., returns
    Two-sample z-test

    Alternative hypothesis: True difference in means is greater than 0

        pValue: 0.9294
        statistic: -1.4713
        95% confidence interval: [-2.4138,Infinity]

    Test Decision: Fail to reject null in favor of alternative at 5% significance level
*/
```

To test whether the difference in the population means is equal to some other value than `0`, set the `difference` option.

```javascript
var normal = require( '@stdlib/random/base/normal' ).factory;

var rnorm = normal({
    'seed': 372
});

var x = new Array( 100 );
var i;
for ( i = 0; i < x.length; i++ ) {
    x[ i ] = rnorm( 2.0, 1.0 );
}
var y = new Array( 100 );
for ( i = 0; i < x.length; i++ ) {
    y[ i ] = rnorm( 1.0, 1.0 );
}

var out = ztest2( x, y, 1.0, 1.0, {
    'difference': 1.0
});
/* e.g., returns
    {
        'rejected': false,
        'pValue': ~0.74,
        'statistic': ~0.332,
        'ci': [ ~0.77, ~1.324 ],
        // ...
    }
*/

var table = out.print();
/* e.g., returns
    Two-sample z-test

    Alternative hypothesis: True difference in means is not equal to 1

        pValue: 0.7395
        statistic: 0.3325
        95% confidence interval: [0.7698,1.3242]

    Test Decision: Fail to reject null in favor of alternative at 5% significance level
*/
```

</section>

<!-- /.usage -->

<section class="examples">

## Examples

<!-- eslint no-undef: "error" -->

```javascript
var rnorm = require( '@stdlib/random/base/normal' );
var ztest2 = require( '@stdlib/stats/ztest2' );

var table;
var out;
var x;
var y;
var i;

// Values drawn from a Normal(4,2) distribution
x = new Array( 100 );
for ( i = 0; i < 100; i++ ) {
    x[ i ] = rnorm( 4.0, 2.0 );
}
// Values drawn from a Normal(3,2) distribution
y = new Array( 80 );
for ( i = 0; i < 80; i++ ) {
    y[ i ] = rnorm( 3.0, 2.0 );
}

out = ztest2( x, y, 2.0, 2.0 );
table = out.print();
console.log( table );

out = ztest2( x, y, 2.0, 2.0, {
    'difference': 1.0
});
table = out.print();
console.log( table );
```

</section>

<!-- /.examples -->

<section class="links">

[mdn-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array

[mdn-typed-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Typed_arrays

</section>

<!-- /.links -->