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Z score,
Z-test,
Standard Error
Relative or standard normal deviate Z
• Deviation from the mean in normal
distribution is called relative or standard
normal deviate Z.
• Indicates how much an observation (x) is
bigger or smaller than mean in units of SD.
Z =
𝑋− 𝑋
𝑆𝐷
=
𝑂𝑏𝑠𝑒𝑟𝑣𝑎𝑡𝑖𝑜𝑛−𝑀𝑒𝑎𝑛
𝑆𝐷
E.g. Height distribution, Observation (x)-165 cm,
Mean-160cm, SD-5 cm
• Means 165 cm observation lied at 1 SD above
the mean.
• In other words probability of height above 165
cm is 16%, (P= 0.16).
To find the proportion of the
individuals who will exceed any
particular observation(X) in
standard universe, refer to Z value.
Z-test
• When Z test is applied to sampling variability where
samples are larger than 30.
• Means of samples in population will also follow normal
distribution.
• So, observer difference is calculated in terms of SE
instead of SD.
Z =
𝑋−µ
𝑆𝐸 𝑜𝑓 𝑚𝑒𝑎𝑛
=
𝑂𝑏𝑠𝑒𝑟𝑣𝑒𝑑 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑐𝑒 𝑏𝑒𝑡𝑤𝑒𝑒𝑛 𝑠𝑎𝑚𝑝𝑙𝑒 𝑚𝑒𝑎𝑛 𝑎𝑛𝑑 𝑝𝑜𝑝𝑢𝑙𝑎𝑡𝑖𝑜𝑛 𝑚𝑒𝑎𝑛
𝑆𝐸 𝑜𝑓 𝑚𝑒𝑎𝑛
Prerequisites of applying Z-test
1. The sample must be randomly selected
2. The data must be quantitative
3. The variable is assumed to follow normal
distribution.
4. The sample size must be larger than 30.
Standard Error
SE of Mean
• Population parameter-µ (mean), σ, P
• Sample statistics- X, s, p
• In most of the cases sample statistics will
differ from the population parameters even if
care taken while the selecting the samples
because of chance or biological variability.
• Such, Difference b/w sample and population
values is measured by statistics known as
sampling error or standard error (SE).
• Standard error is measure of
chance variation and it dose not
mean error of mistake.
• SE of mean
• Greater the SD greater will be the SE as occur
in small samples.
• Chance variation SE ↓
if we reduce the SD ↓
can be done only by ↑ the sample size.
𝑆𝐸 𝑥 =
𝑆𝐷
𝑁
• E.g height of 190 cm in sample of 10 and
height of 190 cm in sample of 100.
• In which sample SD will be more?
• Mean and SD will be influenced more in
smaller sample as compared to larger sample
size.
• So as SE will also reduced with increased
sample size.
• If sample is increased 100 times, the SE is
reduced to almost 1/10th.
• height of 190 cm in
sample of 10
• Mean↑
• SD ↑
• SE ↑
• height of 190 cm in
sample of 100.
• Mean↓
• SD ↓
• SE ↓
Application and uses of SE of mean
1. To work out the limits of desired confidence
within which the population mean would lie.
2. To determine whether the sample is drawn from
a known population or not? When it population
mean (µ) is known.
If sample mean(𝑋) is larger than the known
population mean(µ) + 1.96 SE, 95% chances are
that the sample is not drawn from the same
population.
Probability of difference observed by Z test
Z =
𝑋 − 𝜇
𝑆𝐸
3. To find the SE of difference between two
means.
To know if the observed difference between the
mean of two samples is real and statistically
significant. Or it is apparent and insignificant
due to chance.
4. To calculate the size of sample in order to
have desired confidence limits.
e.g. systolic BP of 566 males. Mean-128mm, SD-13.05
mm.
SE =
𝑆𝐷
√𝑛
=
13.05
√566
=0.55
Mean + 2SE =128.8 + 2(0.55)
So, Range will be 129.9 to 127.7
• Means Confidence limit for population mean will be
between the given range in 95% of cases.
• We could be wrong In 5% cases(5 out of 100 cases).
• If mean BP of another sample is beyond this range
sample is unlikely to be drawn from the same universe
or some external factor is working on the samples.
• E.g In large population sample of children
mean Height=66cm, SD= 2.7 cm,
Can a sample of 100 with mean height of 67 cm
occurs easily? Find the probability. And what
dose is indicate?
STANDARD ERROR OF DIFFERENCE
BETWEEN TWO MEANS
X1 - X2
Z = ------------------
SE (X1 - X2)
DR IRFAN MOMIN
STANDARD ERROR OF DIFFERENCE
BETWEEN TWO MEA NS
SE (X1 - X2) = SD12 + SD22
n1 n2
DR IRFAN MOMIN
Application of SE of difference
• To compare the means of normally distributed
variable in the two like or unlike group such as
of Ht, Wt, BP, Pulse rate
• To check the action of drug on BP, Pulse etc.
• The action of two different drugs or two
different dose of same drugs can be compared
Steps in Test of Hypothesis
1. Determine the appropriate test
2. Establish the level of significance
3. Formulate the statistical null hypothesis
4. Calculate the test statistic
5. Compare computed test statistic against a
tabled/critical value
DR IRFAN MOMIN
DR IRFAN MOMIN
Determine The Hypothesis:
Whether There is an Association or
Not
• Write down the NULL HYPOTHESIS and
ALTERNATIVE HYPOTHESIS and set the
LEVEL OF SIGNIFICANCE.
• Ho : The two variables are independent
• Ha : The two variables are associated
• We will set the level of significance at 0.05.
DR IRFAN MOMIN
For Example
• Some null hypotheses may be:
– ‘there is no relationship between the smocking of
and the common cold’.
– ‘there is no difference in the location of
superstores and small grocers shops’
– ‘there is no connection between the size of farm
and the type of farm’
DR IRFAN MOMIN
EXAMPLE
In a nutritional study, 100 children were given usual diet and 100
were given vitamin A and D tablets. After 6 months, average
weight of group A was 29kg with SD of 1.8kg and average
weight of group B was 30kg with SD of 2kg. Is the difference
is significant?
SD1= 1.8 n1 = 100
SD2= 2 n2 = 100
X1 - X2
Z = ------------------
SE (X1 - X2)
DR IRFAN MOMIN
STANDARD ERROR OF DIFFERENCE
BETWEEN TWO MEANS
SE (X1 - X2) = SD12 + SD22
n1 n2
DR IRFAN MOMIN
STANDARD ERROR OF DIFFERENCE
BETWEEN TWO MEANS
SE (X1 - X2) = (1.8)2 + (2)2
100 100
DR IRFAN MOMIN
STANDARD ERROR OF DIFFERENCE
BETWEEN TWO MEANS
SE (X1 - X2) = 3.24+4
100
DR IRFAN MOMIN
STANDARD ERROR OF DIFFERENCE
BETWEEN TWO MEANS
SE (X1 - X2) = 0.0724 =0.27
30 - 29
Z = ---------------- = 3.7
0.27
DR IRFAN MOMIN
• As obtained value of z (3.7) is higher than
critical value (-1.96 or -2.58), the observed
difference is highly significant, vitamins played
a role in weight gain .
• Eg.2 In a study on growth of children, one
group of 100 children had a mean ht of 60 cm
and SD of 2.5 cm while another group of 150
had a mean ht of 62 cm and SD of 3 cm.
• Is the difference between the two groups
statistically significant?
STANDARD ERROR OF DIFFERENCE
BETWEEN TWO PROPORTIONS
Data is Qualitative
P1 - P2
Z = ------------------
SE (P1 - P2)
DR IRFAN MOMIN
STANDARD ERROR OF DIFFERENCE
BETWEEN TWO PROPORTIONS
SE (P1 - P2) = P1Q1 + P2Q2
n1 n2
DR IRFAN MOMIN
EXAMPLE
If swine flu mortality in one sample of 100 is 20%
and in another sample of 100 it is 30%. Is the
difference in mortality rate is significant?
P1= 20 q1 = 80 n1 = 100
P2= 30 q2 = 70 n2 = 100
P1 - P2
Z = ------------------
SE (P1 - P2)
DR IRFAN MOMIN
STANDARD ERROR OF DIFFERENCE
BETWEEN TWO PROPORTIONS
SE (P1 - P2) = 20x80 + 30x70
100 100
DR IRFAN MOMIN
STANDARD ERROR OF DIFFERENCE
BETWEEN TWO PROPORTIONS
SE (P1 - P2) = 37
= 6.08
DR IRFAN MOMIN
EXAMPLE
If swine flu mortality in one sample of 100 is 20%
and in another sample of 100 it is 30%. Is the
difference in mortality rate is significant?
P1= 20 q1 = 80 n1 = 100
P2= 30 q2 = 70 n2 = 100
20-30
Z = --------- = -1.64
6.08
DR IRFAN MOMIN
• Obtained z value (1.64) is less than critical z
value (1.96) , so P >0.05, hence difference is
insignificant at 95 % confidence limits.
DR IRFAN MOMIN
• E.g in school A , tonsillectomy had been done
in 23 students out of 50
In school B it was done in 77 out of 350.
Find if the difference observed in the two
schools is by chance or due to some influence?
• Whooping cough in school A 25 cases
Whooping cough in school B 215 cases

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Z-Test and Standard error

  • 2. Relative or standard normal deviate Z • Deviation from the mean in normal distribution is called relative or standard normal deviate Z. • Indicates how much an observation (x) is bigger or smaller than mean in units of SD. Z = 𝑋− 𝑋 𝑆𝐷 = 𝑂𝑏𝑠𝑒𝑟𝑣𝑎𝑡𝑖𝑜𝑛−𝑀𝑒𝑎𝑛 𝑆𝐷
  • 3. E.g. Height distribution, Observation (x)-165 cm, Mean-160cm, SD-5 cm • Means 165 cm observation lied at 1 SD above the mean. • In other words probability of height above 165 cm is 16%, (P= 0.16). To find the proportion of the individuals who will exceed any particular observation(X) in standard universe, refer to Z value.
  • 4. Z-test • When Z test is applied to sampling variability where samples are larger than 30. • Means of samples in population will also follow normal distribution. • So, observer difference is calculated in terms of SE instead of SD. Z = 𝑋−µ 𝑆𝐸 𝑜𝑓 𝑚𝑒𝑎𝑛 = 𝑂𝑏𝑠𝑒𝑟𝑣𝑒𝑑 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑐𝑒 𝑏𝑒𝑡𝑤𝑒𝑒𝑛 𝑠𝑎𝑚𝑝𝑙𝑒 𝑚𝑒𝑎𝑛 𝑎𝑛𝑑 𝑝𝑜𝑝𝑢𝑙𝑎𝑡𝑖𝑜𝑛 𝑚𝑒𝑎𝑛 𝑆𝐸 𝑜𝑓 𝑚𝑒𝑎𝑛
  • 5. Prerequisites of applying Z-test 1. The sample must be randomly selected 2. The data must be quantitative 3. The variable is assumed to follow normal distribution. 4. The sample size must be larger than 30.
  • 7. SE of Mean • Population parameter-µ (mean), σ, P • Sample statistics- X, s, p • In most of the cases sample statistics will differ from the population parameters even if care taken while the selecting the samples because of chance or biological variability. • Such, Difference b/w sample and population values is measured by statistics known as sampling error or standard error (SE).
  • 8. • Standard error is measure of chance variation and it dose not mean error of mistake.
  • 9. • SE of mean • Greater the SD greater will be the SE as occur in small samples. • Chance variation SE ↓ if we reduce the SD ↓ can be done only by ↑ the sample size. 𝑆𝐸 𝑥 = 𝑆𝐷 𝑁
  • 10. • E.g height of 190 cm in sample of 10 and height of 190 cm in sample of 100. • In which sample SD will be more? • Mean and SD will be influenced more in smaller sample as compared to larger sample size. • So as SE will also reduced with increased sample size. • If sample is increased 100 times, the SE is reduced to almost 1/10th.
  • 11. • height of 190 cm in sample of 10 • Mean↑ • SD ↑ • SE ↑ • height of 190 cm in sample of 100. • Mean↓ • SD ↓ • SE ↓
  • 12. Application and uses of SE of mean 1. To work out the limits of desired confidence within which the population mean would lie. 2. To determine whether the sample is drawn from a known population or not? When it population mean (µ) is known. If sample mean(𝑋) is larger than the known population mean(µ) + 1.96 SE, 95% chances are that the sample is not drawn from the same population. Probability of difference observed by Z test Z = 𝑋 − 𝜇 𝑆𝐸
  • 13. 3. To find the SE of difference between two means. To know if the observed difference between the mean of two samples is real and statistically significant. Or it is apparent and insignificant due to chance. 4. To calculate the size of sample in order to have desired confidence limits.
  • 14. e.g. systolic BP of 566 males. Mean-128mm, SD-13.05 mm. SE = 𝑆𝐷 √𝑛 = 13.05 √566 =0.55 Mean + 2SE =128.8 + 2(0.55) So, Range will be 129.9 to 127.7 • Means Confidence limit for population mean will be between the given range in 95% of cases. • We could be wrong In 5% cases(5 out of 100 cases). • If mean BP of another sample is beyond this range sample is unlikely to be drawn from the same universe or some external factor is working on the samples.
  • 15. • E.g In large population sample of children mean Height=66cm, SD= 2.7 cm, Can a sample of 100 with mean height of 67 cm occurs easily? Find the probability. And what dose is indicate?
  • 16. STANDARD ERROR OF DIFFERENCE BETWEEN TWO MEANS X1 - X2 Z = ------------------ SE (X1 - X2) DR IRFAN MOMIN
  • 17. STANDARD ERROR OF DIFFERENCE BETWEEN TWO MEA NS SE (X1 - X2) = SD12 + SD22 n1 n2 DR IRFAN MOMIN
  • 18. Application of SE of difference • To compare the means of normally distributed variable in the two like or unlike group such as of Ht, Wt, BP, Pulse rate • To check the action of drug on BP, Pulse etc. • The action of two different drugs or two different dose of same drugs can be compared
  • 19. Steps in Test of Hypothesis 1. Determine the appropriate test 2. Establish the level of significance 3. Formulate the statistical null hypothesis 4. Calculate the test statistic 5. Compare computed test statistic against a tabled/critical value DR IRFAN MOMIN
  • 21. Determine The Hypothesis: Whether There is an Association or Not • Write down the NULL HYPOTHESIS and ALTERNATIVE HYPOTHESIS and set the LEVEL OF SIGNIFICANCE. • Ho : The two variables are independent • Ha : The two variables are associated • We will set the level of significance at 0.05. DR IRFAN MOMIN
  • 22. For Example • Some null hypotheses may be: – ‘there is no relationship between the smocking of and the common cold’. – ‘there is no difference in the location of superstores and small grocers shops’ – ‘there is no connection between the size of farm and the type of farm’ DR IRFAN MOMIN
  • 23. EXAMPLE In a nutritional study, 100 children were given usual diet and 100 were given vitamin A and D tablets. After 6 months, average weight of group A was 29kg with SD of 1.8kg and average weight of group B was 30kg with SD of 2kg. Is the difference is significant? SD1= 1.8 n1 = 100 SD2= 2 n2 = 100 X1 - X2 Z = ------------------ SE (X1 - X2) DR IRFAN MOMIN
  • 24. STANDARD ERROR OF DIFFERENCE BETWEEN TWO MEANS SE (X1 - X2) = SD12 + SD22 n1 n2 DR IRFAN MOMIN
  • 25. STANDARD ERROR OF DIFFERENCE BETWEEN TWO MEANS SE (X1 - X2) = (1.8)2 + (2)2 100 100 DR IRFAN MOMIN
  • 26. STANDARD ERROR OF DIFFERENCE BETWEEN TWO MEANS SE (X1 - X2) = 3.24+4 100 DR IRFAN MOMIN
  • 27. STANDARD ERROR OF DIFFERENCE BETWEEN TWO MEANS SE (X1 - X2) = 0.0724 =0.27 30 - 29 Z = ---------------- = 3.7 0.27 DR IRFAN MOMIN
  • 28. • As obtained value of z (3.7) is higher than critical value (-1.96 or -2.58), the observed difference is highly significant, vitamins played a role in weight gain .
  • 29. • Eg.2 In a study on growth of children, one group of 100 children had a mean ht of 60 cm and SD of 2.5 cm while another group of 150 had a mean ht of 62 cm and SD of 3 cm. • Is the difference between the two groups statistically significant?
  • 30. STANDARD ERROR OF DIFFERENCE BETWEEN TWO PROPORTIONS Data is Qualitative P1 - P2 Z = ------------------ SE (P1 - P2) DR IRFAN MOMIN
  • 31. STANDARD ERROR OF DIFFERENCE BETWEEN TWO PROPORTIONS SE (P1 - P2) = P1Q1 + P2Q2 n1 n2 DR IRFAN MOMIN
  • 32. EXAMPLE If swine flu mortality in one sample of 100 is 20% and in another sample of 100 it is 30%. Is the difference in mortality rate is significant? P1= 20 q1 = 80 n1 = 100 P2= 30 q2 = 70 n2 = 100 P1 - P2 Z = ------------------ SE (P1 - P2) DR IRFAN MOMIN
  • 33. STANDARD ERROR OF DIFFERENCE BETWEEN TWO PROPORTIONS SE (P1 - P2) = 20x80 + 30x70 100 100 DR IRFAN MOMIN
  • 34. STANDARD ERROR OF DIFFERENCE BETWEEN TWO PROPORTIONS SE (P1 - P2) = 37 = 6.08 DR IRFAN MOMIN
  • 35. EXAMPLE If swine flu mortality in one sample of 100 is 20% and in another sample of 100 it is 30%. Is the difference in mortality rate is significant? P1= 20 q1 = 80 n1 = 100 P2= 30 q2 = 70 n2 = 100 20-30 Z = --------- = -1.64 6.08 DR IRFAN MOMIN
  • 36. • Obtained z value (1.64) is less than critical z value (1.96) , so P >0.05, hence difference is insignificant at 95 % confidence limits. DR IRFAN MOMIN
  • 37. • E.g in school A , tonsillectomy had been done in 23 students out of 50 In school B it was done in 77 out of 350. Find if the difference observed in the two schools is by chance or due to some influence? • Whooping cough in school A 25 cases Whooping cough in school B 215 cases