statsmodels.stats.weightstats._zstat_generic

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

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
value1float or ndarray

Value, for example mean, of the first sample.

value2float or ndarray

Value, for example mean, of the second sample.

std_difffloat or ndarray

Standard error of the difference value1 - value2

alternativestr

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

difffloat

value of difference value1 - value2 under the null hypothesis

Returns
tstatfloat or ndarray

Test statistic.

pvaluefloat or ndarray

P-value of the hypothesis test assuming that the test statistic is t-distributed with df degrees of freedom.