Z-tests for large samples or known population ฯ. Covers one-sample mean tests, single proportion vs. a target, and comparison of two independent proportions.
z = (xฬ โ ฮผโ) / (ฯ / โn)
95% CI for ฮผ:
xฬ ยฑ z_(ฮฑ/2) ร (ฯ / โn)
Note: Use t-test when ฯ is unknown.
pฬ = x / n
z = (pฬ โ pโ) / โ[pโ(1โpโ)/n]
Wilson CI for proportion:
CI = (pฬ + zยฒ/2n ยฑ zโ[pฬ(1โpฬ)/n + zยฒ/4nยฒ]) / (1 + zยฒ/n)
Required: nยทpโ โฅ 5 and nยท(1โpโ) โฅ 5
pฬ_pool = (xโ + xโ) / (nโ + nโ)
z = (pฬโ โ pฬโ) / โ[pฬ_pool(1โpฬ_pool)(1/nโ + 1/nโ)]
CI for (pโ โ pโ) uses unpooled SE:
SE = โ[pฬโ(1โpฬโ)/nโ + pฬโ(1โpฬโ)/nโ]