statsmodels.stats.weightstats._zstat_generic

statsmodels.stats.weightstats._zstat_generic(value1, value2, std_diff, alternative, diff=0)

generic (normal) z-test based on summary statistic

The test statistic is :

tstat = (value1 - value2 - diff) / std_diff

and is assumed to be normally distributed.

Parameters:

• value1 (float or ndarray) – Value, for example mean, of the first sample.

• value2 (float or ndarray) – Value, for example mean, of the second sample.

• std_diff (float or ndarray) – Standard error of the difference value1 - value2

• alternative (str) –

  The alternative hypothesis, H1, has to be one of the following

  • ’two-sided’ : H1: value1 - value2 - diff not equal to 0.

  • ’larger’ : H1: value1 - value2 - diff > 0

  • ’smaller’ : H1: value1 - value2 - diff < 0

• diff (float) – value of difference value1 - value2 under the null hypothesis

Returns:

• tstat (float or ndarray) – Test statistic.

• pvalue (float or ndarray) – P-value of the hypothesis test assuming that the test statistic is t-distributed with df degrees of freedom.