Z Tests and P Values

Z Tests and P-Values: Testing Hypotheses: σ is known and n > 30
Tests of the true value of an unknown population mean can be either one-tailed (left-
tailed or right-tailed) or two-tailed.
1. two-tailed (non-directional)
H0: µ = µ0 ← a possibility you want to test (null hypothesis)
Ha: µ ≠ µ0 ← what the sample evidence suggests (alternative hypothesis)
Reject H0 if ( x - µ0) is a large positive number or a large negative number
2. left-tailed
H0: µ ≥ µ0} Reject H0 if ( x - µ0) is a large negative number.
Ha: µ < µ0}
3. right-tailed
H0: µ ≤ µ0} Reject H0 if ( x - µ0) is a large positive number.
Ha: µ > µ0}
Example: n = 50, σ = 4.6, x = 6.
1. H0: µ = 5 2. H0: µ ≥ 6.5 3. H0: µ ≤ 4

Ha: µ ≠ 5 Ha: µ < 6.5 Ha: µ > 4
∝ = .05 ∝ = .05 ∝ = .05
Ζ = 6 - 5 = 1 = 1.54 Ζ = 6 - 6.5 = -.5 = -.77 Ζ = 6 - 4 = 2 = 3.08

.65 .65 .65 .65 .65 .65
σ / n = 4.6/ 50
± Ζ α/2 = ± 1.96 -Ζ α = -1.645 Ζ α = 1.645

2-tailed rejection region at .05 Both are 1-tailed rejection region at .05
Because Ζ = 1.54 is not Because Ζ = -0.77 is Because Ζ = 3.08

In the rejection area, not in the rejection region, is in the rejection
fail to reject H0. fail to reject H0. region, reject H0.
The probability of
being wrong in this
conclusion is called
p-value:
p = P(Ζ>1.54) p = P (Ζ<-0.77) p = P (Ζ>3.08)

+ P(Ζ<-1.54) p = .2206 > .05 p = .001 < .05
= .0618 x .0618
(for 2-tailed test) p = .1236 > .05
Remember 1: When looking-up the proportion in the tail in the Unit Normal Z
table, the given p-value is for one-tailed tests. If you have a two-tailed test, as seen in
example 1 on the previous page, multiply the given p-value by 2 to reflect the two-tailed
nature of the test.
Remember 2: SPSS’ p-values are presented as derived from two-tailed tests. If your
alternative hypothesis being tested reflects a one-tailed test, you must divide the given
SPSS p-value by 2 to reflect the one-tailed nature of your alternative hypothesis. From
example 1 on the previous page, the p-value of .1236, reflecting a two-tailed test, would
be readjusted by .1236 / 2 = one-tailed p-value of .0618.
Testing Hypotheses: σ is known and n > 30
I. One sample test for the population mean
1. H0: µ = µ o
2. Ha: µ ≠ µ o ; µ < µ o ; µ > µ o
3. Test statistic: Assume that H0 is true and see if you have enough data/evidence to
reject it.
3B. How far sample mean x is from µ
x − µo
z=
σ
n
4. P-value: Probability when H0 is true of getting a test statistic as extreme as you

did. Assume that H0 is true until disproved.
5. Conclusion:
A. Small p-value = reject H0, there is enough evidence to say that Ha is true
x is so far form µ o that it is highly unlikely µ o is true.
B. Large p-value = fail to reject H0. There is not sufficient evidence to say Ha is
true.
1. Example:
The level of calcium in the blood of healthy, young adults varies with a mean of 9.5 mg
per deciliter and a SD of 0.4. A clinic in rural Illinois measures the blood calcium level
of 180 healthy pregnant women and finds x = 9.57mg. Is this an indication that the
mean calcium level in this population differs from 9.5mg?
H0: µ = 9.5
Ha: µ ≠ 9.5
x − µ o 9.57 − 9.5 .07
Z= = = 2.33
σ .4 180 .03
n
With alpha = .05 and because this is a two-tailed test (i.e., the = and the ≠ ), the critical
region would consist of a Z score beyond ± 1.96 (note: this is found in the proportion of
the tail, where .0250 is closest to Z = 1.96, so .0250 x 2 = .05).
Thus, with our Z value of 2.33 (look at table), the p-value is determined by .0099
(proportion of the tail section) x 2 (because of the two-tailed nature of this test) = .0198
There is only a 1.98% chance of getting a x of 9.57 or more extreme.
Conclusion:
At the .05 level, we would reject H0 and say there is enough evidence to show the mean is
different from 9.5. Thus, we have shown that the average level of calcium in the blood of
pregnant Illinois women is different from 9.5 (or all other healthy young adults).
II. Example:
Mike gave the SAT math test to a simple random sample of 500 seniors from Illinois.
These students had a mean score of 461 ( x ). Is this good evidence that the mean for all
Illinois seniors is > 450. σ = 100
H0: µ ≤ 450
Ha: µ > 450
x−µ 461 − 450 11
z = = = = 2.46
σ n 100 500 4.472
With alpha = .05 and because this is a one-tailed test (i.e., the ≤ and the >), the critical
region would consist of a Z score beyond ± 1.645 (i.e., because a Z value of 1.64 and
1.65 are of equal distance in this case, we take the average).
Thus, with a Z value of 2.46, the p-value = .0069.
We reject H0 at the .05 level and say that there is a less than 1% chance of getting a
x of 450 or more extreme.
Conclusion:
A Z value of 2.46 indicates that our sample mean is in the critical region and this is a very
unlikely outcome if H0 is true and, thus, the decision to reject H0. The mean test score
on the mathematics portion of the SAT for Illinois seniors is greater than 450.

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Z Tests and P-Values: Testing Hypotheses: σ is known and n > 30

Example: n = 50, σ = 4.6, x = 6.

1. H0: µ = 5 2. H0: µ ≥ 6.5 3. H0: µ ≤ 4

Ζ = 6 - 5 = 1 = 1.54 Ζ = 6 - 6.5 = -.5 = -.77 Ζ = 6 - 4 = 2 = 3.08

± Ζ α/2 = ± 1.96 -Ζ α = -1.645 Ζ α = 1.645

Because Ζ = 1.54 is not Because Ζ = -0.77 is Because Ζ = 3.08

p = P(Ζ>1.54) p = P (Ζ<-0.77) p = P (Ζ>3.08)

Testing Hypotheses: σ is known and n > 30

I. One sample test for the population mean

4. P-value: Probability when H0 is true of getting a test statistic as extreme as you

There is only a 1.98% chance of getting a x of 9.57 or more extreme.

Thus, with a Z value of 2.46, the p-value = .0069.

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