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DAZTest

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Function Description

Returns the results of a z test t test applied to two separate series to test if their means are different, under the null hypothesis that the data is normally distributed and that the two series have known variances.

 

The output has 9 rows and 2 columns (ignore second column entry for Rows 4 to 9):

 

-          Row 1: Mean (of series)

-          Row 2: Variance (of series)

-          Row 3: Number of entries in series

-          Row 4: Hypothesized Mean Difference

-          Row 5: z statistic

-          Row 6: P-value of this z statistic (one tail)

-          Row 7: t critical level (one tail), for given confidence level

-          Row 8: P-value of this z statistic (two tail)

-          Row 9: t critical level (two tail), for given confidence level

 


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Output type / Parameter details

Output type: Double()
Parameter NameVariable TypeDescription
InputArray1Double()Input Array 1
InputArray2Double()Input Array 2
HypothesisedMeanDiffDoubleHypothesised difference in means of two series (Series 1 - Series 2)
Variance1DoubleAssumed (known) variance for Input Array 1
Variance2DoubleAssumed (known) variance for Input Array 2
AlphaDoubleConfidence level for test

Links to:

-          Interactively run function

-          Interactive instructions

-          Example calculation

-          Output type / Parameter details

-          Illustrative spreadsheet

-          Other Statistical functions

-          Computation units used


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