7b Z-Test

Hypothesis Testing
and
The Z-test
Dr. Robert Randall
Z-Score
X = Raw Score
X − μ𝑋 𝝁𝑿 =
∑ 𝑿
z= = Population Mean for Distribution 𝑵
σ𝑋 of Individual Scores.
√
𝟐
= Population Standard Deviation for
𝝈𝑿 =
∑ (𝑿 − 𝑿)
Distribution of Individual Scores. 𝑵
Z-Test
= Sample Mean
X − μ X = Population Mean for Distribution 𝝁 𝑿 =𝝁 𝑿
z= of Sample Means.
σX
= Population Standard Deviation for
Distribution of Sample Means.
Example 1A Using Z-Test
Population Mean IQ is 100 and Population Standard Deviation is 16
Dr. Tom Petty wrote a book he claims will significantly Raise IQ Scores.
A researcher wants to test this book. She selects the 5% (α = 0.05) Level of
Significance to test the book. She selects 256 individuals and has them
read Dr. Petty’s Book. Then she administers an IQ exam to each of the 256
individuals and finds a sample mean of 102.
= = + 2.0
+2.0 ≥ + 1.96; Reject Ho,

Book Significantly Raises IQ Scores
Example 1B Using Z-Test – Reworked, Smaller Sample Size

A researcher wants to test this book. She selects the 5% (α = 0.05) Level of
Significance to test the book. She selects 100 individuals and has them
read Dr. Petty’s Book. Then she administers an IQ exam to each of the 100
individuals and finds a sample mean of 102.
= = + 1.25
+1.25 <+ 1.96; Fail to Reject Ho,

Book Does Not Significantly Change IQ Scores
Steps to Conducting a Hypothesis Test
(1) Write Hypotheses
Ho: Treatment has No Effect
H1: Treatment has an Effect
(2) Set Criteria
α = .05 (5% Probability of Making a Type I Error)
(3) Calculate Test Statistic
(4) Make Decision

If |Z-observed| ≥ |Z-Critical| then Reject Ho – Significant Treatment Effect
If |Z-Observed| < |Z-Critical| then Fail to Reject Ho – No Treatment Effect
Example 1A Using α = .05

Ho: μ = 100 (Population Mean IQ if Treatment has No Effect)
H1: μ ≠ 100 (Population Mean IQ if Treatment has Effect)
(2) Set Criteria
= = + 2.0
(4) Make Decision
+2.0 ≥ +1.96 Reject Ho - Book Significantly Raises IQ Scores
Example 1B Using α = .05

(2) Set Criteria
= = + 1.25
(4) Make Decision
+1.25 < +1.96 Fail to Reject Ho - Book Does Not Significantly Change
IQ Scores
Example 1A Using α = .01

(2) Set Criteria
= = + 2.0
(4) Make Decision
IQ Scores
Example 1B Using α = .01

(2) Set Criteria
= = + 1.25
(4) Make Decision
IQ Scores
Example 2 Using Z-Test
Population Mean Male Height is 70” and Population Standard Deviation is 4”
Dr. Kris Kristofferson has invented an Inversion Table he claims will increase Height.
A researcher wants to test this Inversion Table. She selects the 1% (α = 0.01) Level of
Significance for this hypothesis test. She selects 400 men and has each of them
use the inversion table for 12 months. At the end of the 12-month period, she measures
each man’s height and finds a sample mean of 70.6”.
Example 2 Using α = .01

Ho: μ = 70” (Population Mean Height if Treatment has No Effect)
H1: μ ≠ 70” (Population Mean Height if Treatment has Effect)
(2) Set Criteria
= = + 3.0
(4) Make Decision
+3.0 ≥ +2.576 Reject Ho – Inversion Table Significantly Increases
Male Height
Population Mean Female Height is 65” and Population Standard Deviation is 3.5”
Dr. Grace Slick has invented a Pill she claims will “make you 10 feet tall”.
Dr. Exene Cervenka does not believe it will make people 10 feet tall, but wants to test
whether it will make women any taller. She selects the 5% (α = 0.05) Level of
Significance for this hypothesis test. She selects 100 women and has each of them
take the pill once per day for 6 months. At the end of the 6-month period, she measures
each woman’s height and finds a sample mean of 65.7”.

(2) Set Criteria
= = + 2.0
(4) Make Decision
+2.0 ≥ +1.96 Reject Ho – Pill Significantly Increase Female Height
Population Mean Sat Score is 500” and the Population Standard Deviation is 100.
Dr. Riff Raff has created a study program he claims will increase SAT scores.
A researcher tests whether this program works. She selects the 1% (α = 0.01) Level of
Significance for this hypothesis test. She selects 1600 individuals and has each of them
complete the study program. Then, she has each take the SAT test and finds a sample
mean of 508.

Ho: μ = 500 (Population Mean SAT Score if Treatment has No Effect)
H1: μ ≠ 500 (Population Mean SAT Score if Treatment has Effect)
(2) Set Criteria
= = + 3.2
(4) Make Decision
+3.2 ≥ +2.576 Reject Ho – Study Program Significantly Increases Sat Scores.
Population Mean for Amateur Golfer is 90 and Population Standard Deviation is 28.
Dr. Anne Murray has developed a Golf Strategy she claims will lower golf scores.
A researcher wants to test this Golf Strategy. She selects the 5% (α = 0.05) Level of
Significance for this hypothesis test. She selects 144 Amateur Golfers has each of them
use Dr. Murray’s Golf Strategy for 8 months. At the end of the 8-month period, she
measures has each Amateur Golfer play 18 rounds of golf and finds a Mean Golf Score
of 81.

Ho: μ = 90 (Population Mean Golf Score if Treatment has No Effect)
H1: μ ≠ 90 (Population Mean Golf Score if Treatment has Effect)
(2) Set Criteria
= = - 3.8572
(4) Make Decision
|- 3.8572| ≥ |- 1.96| Reject Ho – Golf Strategy Significantly Lowers Golf Scores.
Confidence
Intervals
(1) Once You Reject Ho, Then What?
Ho: μ = Some Population Mean if Treatment has No Effect
H1: μ ≠ Some Population Mean if Treatment has Effect
When Ho is Rejected, conclude the Treatment Changed the Population Mean

from what it is with No Treatment.
But, if the Population Mean is No Longer Equal to what it is without Treatment,

What is it Equal to?
Best Single-Point Estimate = Sample Mean (e.g. 70.6” from Last Example)
But, Not Very Confident Treated Population Mean Exactly Equals Sample Mean.
This is where Confidence Intervals Come into Play.

The Confidence Interval is a Range of Scores for which we can be More Confident that
the True Population Mean Falls Somewhere within this Interval.
Note: When we Fail to Reject Ho, DO NOT CALCULATE A CONFIDENCE INTERVAL

because we know the exact value of the Population Mean of the Treated Individuals; it is
EQUAL TO THE POPULATION MEAN OF THE UNTREATED INDIVIDUALS. That is, it
is Equal to the Value Specified under Ho.
For this example, if we Fail to Reject Ho, the Population Mean of the Treated Individuals
is Equal to 70.0 (Ho: μ = 70); You Do Not Calculate a Confidence Interval.
It is ONLY when Ho is Rejected that we need a Confidence Interval, because when Ho

is Rejected, we DO NOT KNOW the Population Mean for the Treated Individuals, we
ONLY know What It Is NOT Equal to (e.g. H1: μ ≠ 70).
Therefore, we know that the Population Mean for the Treated Individuals is NOT Equal
to 70, which is what it is Equal to for the Untreated Individuals.
However, we DO NOT KNOW what it IS Equal To.
Is it Equal to 70? Is it Equal to 71? Is it Equal to 69? Is it Equal to 73?
We do NOT KNOW what it is Equal to, But we Can Estimate What it is Equal to.
(1) Digression, Male Height
Population Height for Men is 5’10” (70”), Population SD = 4”
Let’s say you were sitting in the classroom, you were blindfolded, a man entered the
room, and I asked you to estimate how tall he was.
Your Best Single-Point Estimate is the Population Mean for Male Height; 5’10” (70”).
However, you would not be very Confident that he was Exactly 5’10”.
Therefore, you could Create an Interval for which you would be More Confident that his
height was somewhere between a Range of Heights from a Height Below the Population
Mean to a Height Above the Mean.
For Example that his height was between 5’8” and 6’0”.
(2) Digression, Male Height
You would be More Confident (68.26% Confident) that his height was somewhere
between 5’6” and 6’2”. That is, that his height was between 1 SD Below the Population
Mean and 1 SD Above the Population Mean.
You would be Even More Confident (95.44% Confident) that his height was somewhere
between 5’2” and 6’6”. That is, that his height was between 2 SD Below the Population
Mean and 2 SD Above the Population Mean.
You would be Even MORE Confident (99.74% Confident) that his height was
somewhere between 4’8” and 6’10”. That is, that his height was between 2 SD Below
the Population Mean and 2 SD Above the Population Mean.
Distribution of Sample Means - 68.25% Confidence Interval
68.25%
Confidence
Interval
68.25%
68.26% Confidence Interval Note: Multiply Standard Deviation

By Desired Z-Value (e.g. 1.0)
= AND Add and Subtract this
= 5’6” to 6’2” Product From the Mean
Z = -1.0 Z = +1.0
Raw Score = 5’6” 5’10” 6’2”
Distribution of Sample Means - 95.44% Confidence Interval
95.44%
Confidence
Interval
95.44%

Z = -2.0 Z = +2.0
Raw Score = 5’2” 5’10” 6’6”
Distribution of Sample Means – 99.74% Confidence Interval
99.74%
Confidence
Interval
99.74%

Z = -3.0 Z = +3.0
Raw Score = 4’8” 5’10” 6’10”
Confidence Intervals
However, By Convention, Scientists Do Not Calculate the 68.26% Confidence

Interval, or the 95.44% Confidence Interval, or even the 99.74% Confidence
Interval
By Convention, Scientists Typically Calculate Either the 95% Confidence Interval,

or the 99% Confidence Interval
Distribution of Sample Means – 95% Confidence Interval
95%
Confidence
Interval
95%

Z = -1.96 Z = +1.96
Raw Score = 5’2.16” 5’10” 6’6.84”
Distribution of Sample Means – 99% Confidence Interval
99%
Confidence
Interval
99.74%
99% Confidence Interval Note: Multiply Standard Deviation

Z = -2.576 Z = +2.576
Raw Score = 4’9.75” 5’10” 6’6.92”
(1) Confidence Interval Using Example 2

(2) Set Criteria
= = + 3.0
(4) Make Decision
Male Height
On Previous Slide, you see that Ho was Rejected. Therefore, Conclude that the
Population Mean for the Treated Population is NOT 70”. We estimate that the
Population Mean for the Treated Population is somewhere around the Sample Mean.
Use the Equation: Note: Sample Mean ± Population SD(Desired Z-Value)
For the 95% Confidence Interval:

For Current Example this is: = 70.21” to 70.99”

Confidence Interval Using Example 2 – 95% Confidence Interval
95% Confidence Interval
Z = -1.96 Z = +1.96
Raw Score = 70.21” 70.6” 70.99”
Z = -2.576 Z = +2.576
Raw Score = 70.08” 70.6” 71.12”

(2) Set Criteria
= = + 2.0
(4) Make Decision
(2) Confidence Interval for Example 3
Population Mean for the Treated Population is NOT 65”. We estimate that the


Z = -1.96 Z = +1.96
Raw Score = 65.01” 65.7” 65.69”
Z = -2.576 Z = +2.576
Raw Score = 64.8” 65.7” 65.9”

(2) Set Criteria
= = + 3.2
(4) Make Decision
Population Mean for the Treated Population is NOT 500. We estimate that the

For Current Example this is: = 503.1 to 512.9

Z = -1.96 Z = +1.96
Raw Score = 503.1 508 512.9
Z = -2.576 Z = +2.576
Raw Score = 501.56 508 514.44

(2) Set Criteria
= = - 3.8572
(4) Make Decision


Z = -1.96 Z = +1.96
Raw Score = 76.43 81 85.57
Z = -2.576 Z = +2.576
Raw Score = 74.99 81 87.01
Effect Size
(1) Effect Size
It has been argued that any difference between the Population Mean and the Sample
Mean can be found to be significant if the Sample Size is Large Enough.
For Example:
Population Mean IQ = 100, Population Standard Deviation = 16
Research selects sample of 1,000,000 and has them read her new book that
supposedly raises IQ. The Sample Mean for this sample of 1,000,000 people
is 100.1
= = + 6.25
6.25 > 2.576; Significant at Alpha = .01.

(2) Effect Size
However, raising IQ by .1 point, although statistically significant with a sample size of
1,000,000 people, is not very interesting.
Therefore, it has been suggested we need a measure of the Effectiveness of the

Treatment that is NOT as affected by Sample Size as the Test Statistic (e.g. Z-Statistic).
Cohen developed a measure (Cohen’s d) that Measures the Effectiveness of the
Treatment that is not as affected by Sample Size as the Test Statistic (e.g. Z-Statistic).
; Therefore, is divided by
Then, you compare the Observed d-value (the one you calculate above) to critical
values of d to determine the Size of the Effect.
Small = 0.00 – 0.20; Medium = 0.21 – 0.79; Large = 0.80 and Above
(3) Effect Size
Note: When we Fail to Reject Ho, DO NOT CALCULATE A TREATMENT EFECT SIZE
because we know the Exact Value of the Treatment Effect Size; it is EQUAL TO ZERO,
there is NO TREATMENT EFFECT.
However, when we Reject Ho, there IS A TREATMENT EFFECT and we Need to

Estimate the Treatment Effect in a way that is NOT AS AFFECTED BY THE SAMPLE
SIZE AS IS THE TEST STATISTIC (e.g. Z-Statistic).
(1) Effect Size For Example 2

(2) Set Criteria
= = + 3.0
(4) Make Decision
Male Height
Now, we Need to Estimate the Treatment Effect Size

= = = .15; Small Treatment Effect
Then, you compare the Observed d-value (the one you calculate above) to
critical values of d to determine the Size of the Treatment Effect.

(2) Set Criteria
= = + 2.0
(4) Make Decision


(2) Set Criteria
= = + 3.2
(4) Make Decision


(2) Set Criteria
= = - 3.8572
(4) Make Decision

Note: Effect Size Cannot be Negative; therefore, when is negative,
take the Absolute Value.
=== .32; Medium Treatment Effect
Power
(1) Calculating Power: Example 1A Using Z-Test Revisited

A researcher wants to test this book. She selects 256 individuals and has them
read Dr. Petty’s Book.
Let’s say the Population Mean for those who read Dr. Tom Petty’s Book is really
103, not 100, Meaning Ho is False (H1 is True).
(1) Calculate the Raw Scores (e.g. IQ Scores) associated with the Z-Critical
Values Assuming Ho is True:
Alpha = .05: Upper Bound: X = 100 + (1)(1.96) = 101.96

Lower Bound: X = 100 – (1)(1.96) = 98.04
Alpha = .01: Upper Bound: X = 100 + (1)(2.576) =102.576
X = 100 + (1)(2.576) = 97.424
(2) Calculate the Z-Scores for these “Critical” Raw Scores Assuming Some Other
Population Mean (e.g. 103) Exists for the “Treated” Population:
Alpha = .05: = = -1.04 – Power = Area Above This

Alpha = .05: = = -4.96 – Power = Area Below This
Alpha = .01: = = -.42 – Power – Area Above This

Alpha = .01: = = - – 5.576 Power – Area Below This
(3) Look up these New Z-Values Assuming Some Other Population Mean
(e.g. 103) Exists for the “Treated” Population and Find the Area that
Falls Above These Values. This is Power:
Alpha = .05: -1.04 Proportion Above (Power) = .8508
Alpha = .01: -.42 Proportion Above (Power) = .5628

Therefore, for this example, Power Drops from ,8508 using Alpha = .05 to
.5628 using Alpha = .01.
This means that as the Probability of Making a Type Error is Reduced from
Alpha = .05 (5% Probability) to Alpha = .01 (1% Probability), The Power of
Finding a Significant Difference when A significant Difference Truly Exists
is Reduced from Power = .8508 (85% Power) to Power = ,5628 (56% Power).
Note: When the True Population Mean under Ho is Higher than the Population
Mean under H0, you Most Likely only Reject if the Sample Mean is Above the
Population Mean under Ho.
If the True Population mean under Ho is Lower than the Population Mean under
Ho, you Most Likely will only Reject if the Sample Mean is Below the Population
Mean under Ho.
Decision – 95%
Fail to Reject Ho Reject Ho
Ho True Correct Decision Type I Error

p = 1 - .05 p = .05
T = .95
R
U
T
H Type II Error Correct Decision
Power of Test
p = .1492 p = 1 - .1492
Ho False
= .8508
Decision – 99%
Fail to Reject Ho Reject Ho
Ho True Correct Decision Type I Error

p = 1 - .05 p = .01
T = .99
R
U
T
H Type II Error Correct Decision
Power of Test
p = .4372 p = 1 - .4372
Ho False
= .5628
(A) Calculating Power: Example 1A Using Z-Test Revisited
Steps to Calculating Power for the One-Sample Z-test

(1) Calculate Critical Raw Score Values Assuming Ho is True
These are the values for which you would Reject Ho (Assuming Ho True)
Note: Area Above Upper Value and Area Below Lower Value
(2) Use those Critical Raw Score Values Assuming Ho is True to Calculate
Z-Scores Values Assuming H1 is True
(3) Power is Area Above the Upper Value AND Area Below the Lower Value
(B) Calculating Power: Example 1A Using Z-Test Revisited
Remember,
The Probability Associated with Rejecting Ho when Ho is True (The

Probability Associated with the Critical Values) is the Probability of Making a
Type I Error.
Remember, the Probability Associated with Rejecting Ho when H1 is True (The

Probability Associated with the Critical Values) is the Power of the Test.
The End

7b Z-Test

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7b Z-Test

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Hypothesis Testing

+2.0 ≥ + 1.96; Reject Ho,

Population Mean IQ is 100 and Population Standard Deviation is 16

+1.25 <+ 1.96; Fail to Reject Ho,

(4) Make Decision

(1) Write Hypotheses

(1) Write Hypotheses

(1) Write Hypotheses

(1) Write Hypotheses

Population Mean Male Height is 70” and Population Standard Deviation is 4”

(1) Write Hypotheses

(1) Write Hypotheses

(1) Write Hypotheses

(1) Write Hypotheses

When Ho is Rejected, conclude the Treatment Changed the Population Mean

But, if the Population Mean is No Longer Equal to what it is without Treatment,

This is where Confidence Intervals Come into Play.

Note: When we Fail to Reject Ho, DO NOT CALCULATE A CONFIDENCE INTERVAL

It is ONLY when Ho is Rejected that we need a Confidence Interval, because when Ho

However, we DO NOT KNOW what it IS Equal To.

Is it Equal to 70? Is it Equal to 71? Is it Equal to 69? Is it Equal to 73?

Population Height for Men is 5’10” (70”), Population SD = 4”

68.26% Confidence Interval Note: Multiply Standard Deviation

95.44% Confidence Interval Note: Multiply Standard Deviation

99.74% Confidence Interval Note: Multiply Standard Deviation

However, By Convention, Scientists Do Not Calculate the 68.26% Confidence

By Convention, Scientists Typically Calculate Either the 95% Confidence Interval,

95.44% Confidence Interval Note: Multiply Standard Deviation

99% Confidence Interval Note: Multiply Standard Deviation

(1) Write Hypotheses

Use the Equation: Note: Sample Mean ± Population SD(Desired Z-Value)

For the 95% Confidence Interval:

For the 99% Confidence Interval:

95% Confidence Interval

99% Confidence Interval

(1) Write Hypotheses

Use the Equation: Note: Sample Mean ± Population SD(Desired Z-Value)

For the 95% Confidence Interval:

For the 99% Confidence Interval:

95% Confidence Interval

99% Confidence Interval

(1) Write Hypotheses

Use the Equation: Note: Sample Mean ± Population SD(Desired Z-Value)

For the 95% Confidence Interval:

For the 99% Confidence Interval:

95% Confidence Interval

99% Confidence Interval

(1) Write Hypotheses

For the 95% Confidence Interval:

For the 99% Confidence Interval:

95% Confidence Interval

99% Confidence Interval

6.25 > 2.576; Significant at Alpha = .01.

Therefore, it has been suggested we need a measure of the Effectiveness of the

However, when we Reject Ho, there IS A TREATMENT EFFECT and we Need to

(1) Write Hypotheses

Now, we Need to Estimate the Treatment Effect Size

= = = .15; Small Treatment Effect

(1) Write Hypotheses

Now, we Need to Estimate the Treatment Effect Size

= = = .20; Small Treatment Effect

(1) Write Hypotheses