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WorksheetFunction.Z_Test Method (Excel)

Returns the one-tailed probability-value of a z-test. For a given hypothesized population mean, Z_TEST returns the probability that the sample mean would be greater than the average of observations in the data set (array) — that is, the observed sample mean.

Version Added: Excel 2010

expression .Z_Test(Arg1, Arg2, Arg3)

expression A variable that represents a WorksheetFunction object.

Parameters

Name

Required/Optional

Data Type

Description

Arg1

Required

Variant

Array is the array or range of data against which to test the hypothesized population mean.

Arg2

Required

Double

The value to test.

Arg3

Optional

Variant

Sigma - The population (known) standard deviation. If omitted, the sample standard deviation is used.

Return Value

Double

  • If array is empty, Z_TEST returns the #N/A error value.

  • Z_TEST is calculated as follows when sigma is not omitted: Z_TEST_SIGMA_ZA10391001or when sigma is omitted: Z_TEST_ZA10391000where x is the sample mean AVERAGE(array); s is the sample standard deviation STDEV_S(array); and n is the number of observations in the sample COUNT(array).

  • Z_TEST represents the probability that the sample mean would be greater than the observed value AVERAGE(array), when the underlying population mean is μ 0 . From the symmetry of the Normal distribution, if AVERAGE(array) < μ 0 , Z_TEST will return a value greater than 0.5.

  • The following Excel formula can be used to calculate the two-tailed probability that the sample mean would be further from μ 0 (in either direction) than AVERAGE(array), when the underlying population mean is μ 0 : =2 * MIN(Z_TEST(array,μ 0 ,sigma), 1 - Z_TEST(array,μ 0 ,sigma)).

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