269 lines
6.2 KiB
Markdown
269 lines
6.2 KiB
Markdown
<!--
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@license Apache-2.0
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Copyright (c) 2018 The Stdlib Authors.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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-->
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# Z-Test
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> One-sample z-Test.
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<section class="usage">
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## Usage
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```javascript
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var ztest = require( '@stdlib/stats/ztest' );
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```
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#### ztest( x, sigma\[, opts] )
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The function performs a one-sample z-test for the null hypothesis that the data in [array][mdn-array] or [typed array][mdn-typed-array] `x` is drawn from a normal distribution with mean zero and known standard deviation `sigma`.
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```javascript
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var normal = require( '@stdlib/random/base/normal' ).factory;
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var rnorm = normal( 0.0, 2.0, {
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'seed': 5776
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});
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var arr = new Array( 300 );
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var i;
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for ( i = 0; i < arr.length; i++ ) {
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arr[ i ] = rnorm();
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}
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var out = ztest( arr, 2.0 );
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/* e.g., returns
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{
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'rejected': false,
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'pValue': ~0.155,
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'statistic': -1.422,
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'ci': [~-0.391,~0.062],
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// ...
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}
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*/
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```
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The returned object comes with a `.print()` method which when invoked will print a formatted output of the hypothesis test results. `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.
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<!-- run-disable -->
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```javascript
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var table = out.print({
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'digits': 3
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});
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console.log( table );
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/* e.g., =>
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One-sample z-test
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Alternative hypothesis: True mean is not equal to 0
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pValue: 0.155
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statistic: -1.422
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95% confidence interval: [-0.391,0.062]
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Test Decision: Fail to reject null in favor of alternative at 5% significance level
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*/
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```
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The `ztest` function accepts the following `options`:
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- **alpha**: `number` in the interval `[0,1]` giving the significance level of the hypothesis test. Default: `0.05`.
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- **alternative**: Either `two-sided`, `less` or `greater`. Indicates whether the alternative hypothesis is that the mean of `x` is larger than `mu` (`greater`), smaller than `mu` (`less`) or equal to `mu` (`two-sided`). Default: `two-sided`.
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- **mu**: `number` denoting the hypothesized true mean under the null hypothesis. Default: `0`.
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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.
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```javascript
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var table;
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var out;
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var arr;
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arr = [ 2, 4, 3, 1, 0 ];
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out = ztest( arr, 2.0, {
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'alpha': 0.01
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});
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table = out.print();
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/* e.g., returns
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One-sample z-test
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Alternative hypothesis: True mean is not equal to 0
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pValue: 0.0253
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statistic: 2.2361
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99% confidence interval: [-0.3039,4.3039]
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Test Decision: Fail to reject null in favor of alternative at 1% significance level
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*/
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out = ztest( arr, 2.0, {
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'alpha': 0.1
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});
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table = out.print();
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/* e.g., returns
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One-sample z-test
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Alternative hypothesis: True mean is not equal to 0
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pValue: 0.0253
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statistic: 2.2361
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90% confidence interval: [0.5288,3.4712]
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Test Decision: Reject null in favor of alternative at 10% significance level
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*/
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```
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To test whether the data comes from a distribution with a mean different than zero, set the `mu` option.
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```javascript
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var out;
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var arr;
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arr = [ 4, 4, 6, 6, 5 ];
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out = ztest( arr, 1.0, {
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'mu': 5.0
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});
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/* e.g., returns
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{
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'rejected': false,
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'pValue': 1,
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'statistic': 0,
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'ci': [ ~4.123, ~5.877 ],
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// ...
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}
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*/
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```
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By default, a two-sided test is performed. To perform either of the one-sided tests, set the `alternative` option to `less` or `greater`.
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```javascript
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var table;
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var out;
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var arr;
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arr = [ 4, 4, 6, 6, 5 ];
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out = ztest( arr, 1.0, {
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'alternative': 'less'
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});
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table = out.print();
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/* e.g., returns
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One-sample z-test
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Alternative hypothesis: True mean is less than 0
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pValue: 1
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statistic: 11.1803
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95% confidence interval: [-Infinity,5.7356]
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Test Decision: Fail to reject null in favor of alternative at 5% significance level
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*/
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out = ztest( arr, 1.0, {
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'alternative': 'greater'
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});
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table = out.print();
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/* e.g., returns
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One-sample z-test
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Alternative hypothesis: True mean is greater than 0
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pValue: 0
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statistic: 11.1803
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95% confidence interval: [4.2644,Infinity]
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Test Decision: Reject null in favor of alternative at 5% significance level
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*/
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```
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</section>
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<!-- /.usage -->
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<section class="examples">
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## Examples
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<!-- eslint no-undef: "error" -->
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```javascript
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var normal = require( '@stdlib/random/base/normal' ).factory;
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var ztest = require( '@stdlib/stats/ztest' );
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var rnorm;
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var arr;
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var out;
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var i;
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rnorm = normal( 5.0, 4.0, {
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'seed': 37827
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});
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arr = new Array( 500 );
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for ( i = 0; i < arr.length; i++ ) {
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arr[ i ] = rnorm();
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}
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// Test whether true mean is equal to zero:
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out = ztest( arr, 4.0 );
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console.log( out.print() );
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/* e.g., =>
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One-sample z-test
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Alternative hypothesis: True mean is not equal to 0
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pValue: 0
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statistic: 28.6754
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95% confidence interval: [4.779,5.4802]
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Test Decision: Reject null in favor of alternative at 5% significance level
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*/
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// Test whether true mean is equal to five:
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out = ztest( arr, 4.0, {
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'mu': 5.0
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});
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console.log( out.print() );
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/* e.g., =>
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One-sample z-test
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Alternative hypothesis: True mean is not equal to 5
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pValue: 0.4688
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statistic: 0.7245
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95% confidence interval: [4.779,5.4802]
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Test Decision: Fail to reject null in favor of alternative at 5% significance level
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*/
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```
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</section>
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<!-- /.examples -->
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<section class="links">
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[mdn-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array
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[mdn-typed-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Typed_arrays
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</section>
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<!-- /.links -->
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