@stdlib/stats/ztest/README.md

Standard library statistical functions.

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# Z-Test

> One-sample z-Test.

<section class="usage">

## Usage

```javascript
var ztest = require( '@stdlib/stats/ztest' );
```

#### ztest( x, sigma\[, opts] )

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`.

```javascript
var normal = require( '@stdlib/random/base/normal' ).factory;

var rnorm = normal( 0.0, 2.0, {
    'seed': 5776
});

var arr = new Array( 300 );
var i;
for ( i = 0; i < arr.length; i++ ) {
    arr[ i ] = rnorm();
}

var out = ztest( arr, 2.0 );
/* e.g., returns
    {
        'rejected': false,
        'pValue': ~0.155,
        'statistic': -1.422,
        'ci': [~-0.391,~0.062],
        // ...
    }
*/
```

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.

<!-- run-disable -->

```javascript
var table = out.print({
    'digits': 3
});
console.log( table );
/* e.g., =>
    One-sample z-test

    Alternative hypothesis: True mean is not equal to 0

        pValue: 0.155
        statistic: -1.422
        95% confidence interval: [-0.391,0.062]

    Test Decision: Fail to reject null in favor of alternative at 5% significance level
*/
```

The `ztest` function accepts the following `options`:

-   **alpha**: `number` in the interval `[0,1]` giving the significance level of the hypothesis test. Default: `0.05`.
-   **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`.
-   **mu**: `number` denoting the hypothesized true mean under the null hypothesis. Default: `0`.

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.

```javascript
var table;
var out;
var arr;

arr = [ 2, 4, 3, 1, 0 ];

out = ztest( arr, 2.0, {
    'alpha': 0.01
});
table = out.print();
/* e.g., returns
    One-sample z-test

    Alternative hypothesis: True mean is not equal to 0

        pValue: 0.0253
        statistic: 2.2361
        99% confidence interval: [-0.3039,4.3039]

    Test Decision: Fail to reject null in favor of alternative at 1% significance level
*/

out = ztest( arr, 2.0, {
    'alpha': 0.1
});
table = out.print();
/* e.g., returns
    One-sample z-test

    Alternative hypothesis: True mean is not equal to 0

        pValue: 0.0253
        statistic: 2.2361
        90% confidence interval: [0.5288,3.4712]

    Test Decision: Reject null in favor of alternative at 10% significance level
*/
```

To test whether the data comes from a distribution with a mean different than zero, set the `mu` option.

```javascript
var out;
var arr;

arr = [ 4, 4, 6, 6, 5 ];

out = ztest( arr, 1.0, {
    'mu': 5.0
});
/* e.g., returns
    {
        'rejected': false,
        'pValue': 1,
        'statistic': 0,
        'ci': [ ~4.123, ~5.877 ],
        // ...
    }
*/
```

By default, a two-sided test is performed. To perform either of the one-sided tests, set the `alternative` option to `less` or `greater`.

```javascript
var table;
var out;
var arr;

arr = [ 4, 4, 6, 6, 5 ];

out = ztest( arr, 1.0, {
    'alternative': 'less'
});
table = out.print();
/* e.g., returns
    One-sample z-test

    Alternative hypothesis: True mean is less than 0

        pValue: 1
        statistic: 11.1803
        95% confidence interval: [-Infinity,5.7356]

    Test Decision: Fail to reject null in favor of alternative at 5% significance level
*/

out = ztest( arr, 1.0, {
    'alternative': 'greater'
});
table = out.print();
/* e.g., returns
    One-sample z-test

    Alternative hypothesis: True mean is greater than 0

        pValue: 0
        statistic: 11.1803
        95% confidence interval: [4.2644,Infinity]

    Test Decision: Reject null in favor of alternative at 5% significance level
*/
```

</section>

<!-- /.usage -->

<section class="examples">

## Examples

<!-- eslint no-undef: "error" -->

```javascript
var normal = require( '@stdlib/random/base/normal' ).factory;
var ztest = require( '@stdlib/stats/ztest' );

var rnorm;
var arr;
var out;
var i;

rnorm = normal( 5.0, 4.0, {
    'seed': 37827
});
arr = new Array( 500 );
for ( i = 0; i < arr.length; i++ ) {
    arr[ i ] = rnorm();
}

// Test whether true mean is equal to zero:
out = ztest( arr, 4.0 );
console.log( out.print() );
/* e.g., =>
    One-sample z-test

    Alternative hypothesis: True mean is not equal to 0

        pValue: 0
        statistic: 28.6754
        95% confidence interval: [4.779,5.4802]

    Test Decision: Reject null in favor of alternative at 5% significance level
*/

// Test whether true mean is equal to five:
out = ztest( arr, 4.0, {
    'mu': 5.0
});
console.log( out.print() );
/* e.g., =>
    One-sample z-test

    Alternative hypothesis: True mean is not equal to 5

        pValue: 0.4688
        statistic: 0.7245
        95% confidence interval: [4.779,5.4802]

    Test Decision: Fail to reject null in favor of alternative at 5% significance level
*/
```

</section>

<!-- /.examples -->

<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->

<section class="related">

* * *

## See Also

-   <span class="package-name">[`@stdlib/stats/ztest2`][@stdlib/stats/ztest2]</span><span class="delimiter">: </span><span class="description">two-sample z-Test.</span>

</section>

<!-- /.related -->

<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="links">

[mdn-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array

[mdn-typed-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Typed_arrays

<!-- <related-links> -->

[@stdlib/stats/ztest2]: https://github.com/stdlib-js/stats/tree/main/ztest2

<!-- </related-links> -->

</section>

<!-- /.links -->