From 379fea44e47ed37a49e84b67b65603f4d4454605 Mon Sep 17 00:00:00 2001 From: Loic Guegan Date: Wed, 18 Oct 2023 21:34:59 +0200 Subject: [PATCH] Minor changes --- source/statistics/tests/parametric/ztest.rst | 32 ++++++++++++-------- 1 file changed, 20 insertions(+), 12 deletions(-) diff --git a/source/statistics/tests/parametric/ztest.rst b/source/statistics/tests/parametric/ztest.rst index 75b2807..740a232 100644 --- a/source/statistics/tests/parametric/ztest.rst +++ b/source/statistics/tests/parametric/ztest.rst @@ -1,8 +1,8 @@ Z-Test ------- -The z-test is used to assess if the mean :math:`\overline{x}` of sample :math:`X` significantly differ from the one of a known population. -The *significance level* is determined by a *p-value* threshold chosen prior doing the test. +The z-test is used to assess if the mean :math:`\overline{x}` of sample :math:`X` differs from the one of a known population. +The *significance level* of this difference is determined by a *p-value* threshold chosen prior doing the test. Conditions for using a z-test: @@ -16,8 +16,8 @@ Conditions for using a z-test: -To perform a z-test, you should compute the *standard score* (or *z-score*) of your sample. -It characterizes how far from the population mean :math:`\mu` your sample mean :math:`\overline{x}` is, in unit of standard deviation :math:`\sigma`. +To perform a z-test, you should compute the *standard score* (or *z-score*) of your sample :math:`X`. +The *z-score*, noted :math:`Z`, characterizes how far from the population mean :math:`\mu` your sample mean :math:`\overline{x}` is, in unit of standard deviation :math:`\sigma`. It is computed as follow: .. math:: @@ -33,24 +33,32 @@ It is computed as follow: However, if :math:`n` is sufficiently large, the distribution followed by :math:`Z` is very close to a normal one. So close that, using z-test in place of the student test to compute *p-values* leads to nominal differences (`source `__). -From :math:`Z`, the z-test *p-value* can be derived using the :math:`\mathcal{N}(0,1)` :ref:`CDF `. -That *p-value* is computed as follow: +From :math:`Z`, a *p-value* can be derived using the :math:`\mathcal{N}(0,1)` :ref:`CDF ` noted :math:`\Phi_{0,1}(x)`: * Left "tail" of the :math:`\mathcal{N}(0,1)` distribution: .. math:: - \alpha=P(\mathcal{N}(0,1)