๐Ÿ“ˆ Large-Sample / Proportion Test

Z-Test

Z-tests for large samples or known population ฯƒ. Covers one-sample mean tests, single proportion vs. a target, and comparison of two independent proportions.

Input โ€” provide raw data OR summary statistics
Results
z = (xฬ„ โˆ’ ฮผโ‚€) / (ฯƒ / โˆšn)

95% CI for ฮผ:

xฬ„ ยฑ z_(ฮฑ/2) ร— (ฯƒ / โˆšn)

Note: Use t-test when ฯƒ is unknown.

Input
Results
pฬ‚ = x / n z = (pฬ‚ โˆ’ pโ‚€) / โˆš[pโ‚€(1โˆ’pโ‚€)/n]

Wilson CI for proportion:

CI = (pฬ‚ + zยฒ/2n ยฑ zโˆš[pฬ‚(1โˆ’pฬ‚)/n + zยฒ/4nยฒ]) / (1 + zยฒ/n)

Required: nยทpโ‚€ โ‰ฅ 5 and nยท(1โˆ’pโ‚€) โ‰ฅ 5

Input
Results
pฬ‚_pool = (xโ‚ + xโ‚‚) / (nโ‚ + nโ‚‚) z = (pฬ‚โ‚ โˆ’ pฬ‚โ‚‚) / โˆš[pฬ‚_pool(1โˆ’pฬ‚_pool)(1/nโ‚ + 1/nโ‚‚)]

CI for (pโ‚ โˆ’ pโ‚‚) uses unpooled SE:

SE = โˆš[pฬ‚โ‚(1โˆ’pฬ‚โ‚)/nโ‚ + pฬ‚โ‚‚(1โˆ’pฬ‚โ‚‚)/nโ‚‚]