Edit

WorksheetFunction.Z_Test method (Excel)

  • Article

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.

Syntax

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

Return value

Double

Remarks

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

Z_Test is calculated as follows when sigma is not omitted:

The Z_TEST calculation when sigma is not omitted

Z_Test is calculated as follows when sigma is omitted, where 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):

The Z_TEST calculation when sigma is omitted

Z_Test represents the probability that the sample mean would be greater than the observed value AVERAGE(array), when the underlying population mean is μ0. From the symmetry of the Normal distribution, if AVERAGE(array) < μ0, 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 μ0 (in either direction) than AVERAGE(array), when the underlying population mean is μ0:

=2 * MIN(Z_TEST(_array_,μ0,_sigma_), 1 - Z_TEST(_array_,μ0,_sigma_))

Support and feedback

Have questions or feedback about Office VBA or this documentation? Please see Office VBA support and feedback for guidance about the ways you can receive support and provide feedback.