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  2. Z-test - Wikipedia

    en.wikipedia.org/wiki/Z-test

    Z-test tests the mean of a distribution. For each significance level in the confidence interval, the Z-test has a single critical value (for example, 1.96 for 5% two tailed) which makes it more convenient than the Student's t-test whose critical values are defined by the sample size (through the corresponding degrees of freedom). Both the Z ...

  3. Standard normal table - Wikipedia

    en.wikipedia.org/wiki/Standard_normal_table

    In statistics, a standard normal table, also called the unit normal table or Z table, [1] is a mathematical table for the values of ...

  4. Statistical hypothesis test - Wikipedia

    en.wikipedia.org/wiki/Statistical_hypothesis_test

    Suppose the data can be realized from an N(0,1) distribution. For example, with a chosen significance level α = 0.05, from the Z-table, a one-tailed critical value of approximately 1.645 can be obtained. The one-tailed critical value C α ≈ 1.645 corresponds to the chosen significance level.

  5. Statistical significance - Wikipedia

    en.wikipedia.org/wiki/Statistical_significance

    More precisely, a study's defined significance level, denoted by , is the probability of the study rejecting the null hypothesis, given that the null hypothesis is true; [4] and the p-value of a result, , is the probability of obtaining a result at least as extreme, given that the null hypothesis is true. [5]

  6. Standard score - Wikipedia

    en.wikipedia.org/wiki/Standard_score

    Comparison of the various grading methods in a normal distribution, including: standard deviations, cumulative percentages, percentile equivalents, z-scores, T-scores. In statistics, the standard score is the number of standard deviations by which the value of a raw score (i.e., an observed value or data point) is above or below the mean value of what is being observed or measured.

  7. 97.5th percentile point - Wikipedia

    en.wikipedia.org/wiki/97.5th_percentile_point

    In Table 1 of the same work, he gave the more precise value 1.959964. [12] In 1970, the value truncated to 20 decimal places was calculated to be 1.95996 39845 40054 23552... [13] [14] The commonly used approximate value of 1.96 is therefore accurate to better than one part in 50,000, which is more than adequate for applied work.

  8. Correlogram - Wikipedia

    en.wikipedia.org/wiki/Correlogram

    1. If the correlogram is being used to test for randomness (i.e., there is no time dependence in the data), the following formula is recommended: / where N is the sample size, z is the quantile function of the standard normal distribution and α is the significance level. In this case, the confidence bands have fixed width that depends on the ...

  9. Effect size - Wikipedia

    en.wikipedia.org/wiki/Effect_size

    This means that for a given effect size, the significance level increases with the sample size. Unlike the t-test statistic, the effect size aims to estimate a population parameter and is not affected by the sample size. SMD values of 0.2 to 0.5 are considered small, 0.5 to 0.8 are considered medium, and greater than 0.8 are considered large. [23]