This function is based on the standard normal distribution and creates confidence intervals and tests hypotheses for both one and two sample problems.
z.test(x, y = NULL, alternative = "two.sided", mu = 0, sigma.x = NULL, sigma.y = NULL, conf.level = 0.95)
x | numeric vector; |
---|---|
y | numeric vector; |
alternative | character string, one of |
mu | a single number representing the value of the mean or difference in means specified by the null hypothesis |
sigma.x | a single number representing the population standard
deviation for |
sigma.y | a single number representing the population standard
deviation for |
conf.level | confidence level for the returned confidence interval, restricted to lie between zero and one |
A list of class htest
, containing the following components:
the z-statistic, with names attribute "z"
the p-value for the test
is a confidence
interval (vector of length 2) for the true mean or difference in means. The
confidence level is recorded in the attribute conf.level
. When
alternative is not "two.sided"
, the confidence interval will be
half-infinite, to reflect the interpretation of a confidence interval as the
set of all values k
for which one would not reject the null
hypothesis that the true mean or difference in means is k
. Here
infinity will be represented by Inf
.
vector of
length 1 or 2, giving the sample mean(s) or mean of differences; these
estimate the corresponding population parameters. Component estimate
has a names attribute describing its elements.
is the
value of the mean or difference in means specified by the null hypothesis.
This equals the input argument mu
. Component null.value
has a
names attribute describing its elements.
records the
value of the input argument alternative: "greater"
, "less"
or
"two.sided"
.
a character string (vector of length
1) containing the actual names of the input vectors x
and y
If y
is NULL
, a one-sample z-test is carried out with
x
. If y is not NULL
, a standard two-sample z-test is
performed.
For the one-sample z-test, the null hypothesis is
that the mean of the population from which x
is drawn is mu
.
For the standard two-sample z-tests, the null hypothesis is that the
population mean for x
less that for y
is mu
.
The alternative hypothesis in each case indicates the direction of
divergence of the population mean for x
(or difference of means for
x
and y
) from mu
(i.e., "greater"
,
"less"
, "two.sided"
).
Kitchens, L.J. (2003). Basic Statistics and Data Analysis. Duxbury.
Hogg, R. V. and Craig, A. T. (1970). Introduction to Mathematical Statistics, 3rd ed. Toronto, Canada: Macmillan.
Mood, A. M., Graybill, F. A. and Boes, D. C. (1974). Introduction to the Theory of Statistics, 3rd ed. New York: McGraw-Hill.
Snedecor, G. W. and Cochran, W. G. (1980). Statistical Methods, 7th ed. Ames, Iowa: Iowa State University Press.
with(data = Grocery, z.test(x=groceries,sigma.x=30,conf.level=.97)$conf)#> [1] 108.7473 132.5194 #> attr(,"conf.level") #> [1] 0.97# Example 8.3 from PASWR. x <- rnorm(12) z.test(x,sigma.x=1)#> #> One-sample z-Test #> #> data: x #> z = -0.36301, p-value = 0.7166 #> alternative hypothesis: true mean is not equal to 0 #> 95 percent confidence interval: #> -0.6705857 0.4610001 #> sample estimates: #> mean of x #> -0.1047928 #># Two-sided one-sample z-test where the assumed value for # sigma.x is one. The null hypothesis is that the population # mean for 'x' is zero. The alternative hypothesis states # that it is either greater or less than zero. A confidence # interval for the population mean will be computed. x <- c(7.8, 6.6, 6.5, 7.4, 7.3, 7., 6.4, 7.1, 6.7, 7.6, 6.8) y <- c(4.5, 5.4, 6.1, 6.1, 5.4, 5., 4.1, 5.5) z.test(x, sigma.x=0.5, y, sigma.y=0.5, mu=2)#> #> Two-sample z-Test #> #> data: x and y #> z = -1.0516, p-value = 0.293 #> alternative hypothesis: true difference in means is not equal to 2 #> 95 percent confidence interval: #> 1.300323 2.211040 #> sample estimates: #> mean of x mean of y #> 7.018182 5.262500 #># Two-sided standard two-sample z-test where both sigma.x # and sigma.y are both assumed to equal 0.5. The null hypothesis # is that the population mean for 'x' less that for 'y' is 2. # The alternative hypothesis is that this difference is not 2. # A confidence interval for the true difference will be computed. z.test(x, sigma.x=0.5, y, sigma.y=0.5, conf.level=0.90)#> #> Two-sample z-Test #> #> data: x and y #> z = 7.5568, p-value = 4.13e-14 #> alternative hypothesis: true difference in means is not equal to 0 #> 90 percent confidence interval: #> 1.373533 2.137831 #> sample estimates: #> mean of x mean of y #> 7.018182 5.262500 #># Two-sided standard two-sample z-test where both sigma.x and # sigma.y are both assumed to equal 0.5. The null hypothesis # is that the population mean for 'x' less that for 'y' is zero. # The alternative hypothesis is that this difference is not # zero. A 90% confidence interval for the true difference will # be computed. rm(x, y)