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Questions tagged [z-statistic]

The statistic used in z-test, namely the ratio of a parameter estimate and its estimated standard error.

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1answer
30 views

Eta-squared from Kruskal-Wallis in R

Is it possible to calculate Eta-squared from Kruskal-Wallis test results? I know how to do it by hand for the ANOVA or Mann-Whitney using the Z-statistics, but i must use the KW test for my current ...
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1answer
35 views

Why does the pivotal quantity $g(X,θ)$ have to be a monotonic function of $θ$ for a fixed $X$?

I'm learning about pivotal quantities, which are functions $g(X,θ)$ of the data $X$ and the parameter $θ$. One property they must satisfy is that $g(X,θ)$ is a monotonic function of $θ$ for a fixed $X$...
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39 views

Standard deviation Vs ٍٍStandard error

I'm little bit confused, when I want to standardize a normal distribution, when to use standard error and when to use standard deviation ?. In statistics we often use samples so, is it always we use ...
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1answer
53 views

Using the $Z$-test instead of the binomial test for small $n$ - effect on power and Type I error

Setup Let $M \sim \text{Bin}(p,n)$. Let us then state the following two hypotheses: $$\begin{align} H_0: p = 0.5 \text{ vs } H_1: p > 0.5 \end{align}$$ To test these hypotheses, I could use the ...
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2answers
65 views

Testing a null hypothesis using positive and negative z-score; accept or reject

Theorem:: To test null hypothesis $H_0$: $p_0$=$p_{1}$ versus alternate hypothesis $H_1$: $p_0 \ne p_{1}$ at the $\alpha$ level of significance, $H_0$ should be rejected if $z$ is either $(1)\le -z_{\...
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how can i figure out my z statistic value is significant or not in two-step GMM?

topic: FOREIGN AID, CORRUPTION AND SUSTAINABLE DEVELOPMENT IN DEVELOPING ECONOMIES:A PANEL DATA ANALYSIS firstly i face higher value of z-statistics, my teacher told me it should be greater than 1.67 ...
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0answers
447 views

How to aggregate multiple Z-scores

Is there a way to aggregate multiple Z-scores to get a single Z-score that corresponds to the probability that no null hypotheses are rejected? Backstory: We have a tool that has some error E that ...
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1answer
15 views

Probability after boxplot

I have a problem P(a < X < b) and after building a box plot I found that 4 points os my data are outliers. My question is: Should I maintain those values, calculate the mean, standard ...
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1answer
422 views

Why do GLMs use z-scores for parameter inference?

Generalized Linear Models typically use z-scores for inference on parameters ($\beta$s) (see here, for example). This assumes that parameter estimates ($\hat{\beta}$s) follow a normal distribution? ...
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1answer
168 views

Why is $z$-value more meaningful than $p$-value for very low $p$-values?

In a comment to Jaap's answer to this question about reporting tiny p-values, amoeba says "Once the $p$-value is below 0.0001 or something ... it's probably more meaningful to look at $z$-value than ...
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1answer
2k views

How can I obtain z-values instead of t-values in linear mixed-effect model (lmer vs glmer)?

I am wondering why in my lmer model the summary() only yields t-values rather than z-values, such as here: ...
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2answers
249 views

Normally distributed estimated parameters in logistic regression

I was reading the book Introduction to Statistical learning, where in z statistic was used to for hypothesis testing for parameters, so my doubt is that as response variable is not normally ...
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2answers
788 views

Choice of null and alternative hypothesis

A firm producing tobacco cigarettes claims that it has discovered a new technique for curing tobacco leaves, that results in an average nicotine content of a cigarette of less than 1.5 mg. To test ...
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1answer
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Why would one ever use z-score over a t-score?

Forgive me if this seems like an elementary question, but no amount of googling has turned up a satisfying answer for me. From what I understand, a t-score should be used instead of a z-score when the ...
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1answer
65 views

Likelihood of a given sample mean? (p-values versus confidence intervals)

My issue is with comparing p-values to confidence intervals. The different values being churned out are too great, and I don't understand why. So, an example to illustrate my problem: A sample of ...
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2answers
39k views

A/B tests: z-test vs t-test vs chi square vs fisher exact test

I'm trying to understand the reasoning by choosing a specific test approach when dealing with a simple A/B test - (i.e. two variations/groups with a binary respone (converted or not). As an example I ...
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Why does Stouffer's method work?

It seems like a fairly straightforward question, but when I really think about it, Stouffer's method doesn't make sense to me. This is why: Assume a two-tailed hypothesis. You first calculate $z_i$ ...
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1answer
147 views

About using the standard normal table

Suppose $\alpha=0.05$. How do I find the value $z_{\alpha/2}$ from a standard normal table? So $\alpha/2 = 0.025$. If I look the values $z=0.02$ and $z=0.03$ they are $0.5080$ and $0.5120$. I don't ...
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552 views

Transforming a Random Variable's distribution to Normal using Z-Scores

I have a random variable and many observations of that variable. The random variable is not normally distributed; its distribution is unknown. However, to analyze this variable and construct a time ...
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1answer
2k views

Equivalent of z-score in exponential distribution

I have an exponentially distributed set of data, but there are a number of outliers at the margin. If I want to identify samples above the mean that I am 99.9+% confident are not the result of ...
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3answers
1k views

What is Bartlett's theory?

This neuroimaging paper has been cited thousands of times. In it, a method is proposed for computing the correlations among several seed regions and all other brain voxels. Part of this method ...
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2answers
14k views

Z-score in the analysis of data

I am being provided z-scores of dependent and independent variables. I was checking if it can analyzed as such as raw data?
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7k views

Z Score for Non Normal Data [duplicate]

I am looking for some direction to see if there is an equivalent metric to a z score that could be used to quickly identify individual values in a non-normal distribution that are not likely to occur (...
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how to determine if a test run in only one geographic area leads to activity different than in other geographic areas

I was recently given data from an experiment that I did not design. In this study, the people running it changed behavior in 1 designative market area (DMA) but not the other DMAs (209 other DMAs). ...
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1answer
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how to calculate a p-value for a null hypothesis given a z-score

I'm new to statistics and would love help with the following: Given an iid sample $X_1,...,X_{10}$ assume that $X_i\sim N(\mu,5)$. using the one-sample test we got a z-score of $2.2$. How do I ...
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Is there a way to define a statistic similar to the z-score for the Poisson distribution?

Let's say I want to compare samples taken from Poisson distributions that have different values of lambda (rate). If the samples were from a normal distribution, I could convert each observation into ...
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1answer
703 views

Testing the statistical significance of regression coefficients in a logistic regression

Are only the p-values relevant when testing the regression coefficients of a logistic regression? Does the z-value of a coefficient give any further information about the significance of the ...
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1answer
891 views

Question about probability of 0.99 that an average lies less than L years above overall mean

The duration of Alzheimer’s disease, from the onset of symptoms until death, ranges from 3 to 20 years, with a mean of 8 years and a standard deviation of 4 years. The administrator of a large medical ...
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2answers
623 views

Comparing within-subject z-scores (survey data)

I have some messy survey data, wherein one group of interest (cut on one self-reported behavior) rated every single attribute (7-point Likert scales) higher than any other group. I think this has ...
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680 views

Using t-test for feature selection after z-scoring data?

Suppose I have a high-dimensional dataset, and a binary classification problem. I want to use the two-sample t-test for feature selection. If the data has been normalized by z-scoring (so it has zero ...
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1answer
3k views

Wald test in logistic regression and its relationship to Z-statistic

If I have Z-statistic values in regression analysis, how can I convert them to Wald statistcs? Can Wald value be negative?
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1answer
54 views

Comparing Graduation Rates

I have multiple student graduation rates from the same school. Each year, there are variations in the student population and each year there are different graduation rates. Is there a way to compare ...
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1answer
3k views

Convert z-scores to percentile rank

Does anyone know the formula to convert a z-score to a percentile rank instead of using the z-score table? I searched the website, but did not find the formula. thank you
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2answers
40k views

How can I find a Z score from a p-value?

How can I find a Z score from a p-value? I know how to look up the p-value from a Z score using a Normal distribution table, but I don't know how to calculate it. For example, a question says the ...
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1answer
297 views

Probability on Z-score

I have a data of 30 values that represent returns on investment and which have a mean of 7 and standard deviation of 14. We are talking here about normal distribution. Now I am being required to do a ...
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2answers
765 views

Z-scores, standardized tests and population means

I have been using z-scores by subtracting the mean (and then dividing by the SD) of the sample, whereas I recently read they actually need to be the population mean and SD. Assuming you are ...
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1answer
448 views

Triangular distribution

I am working on a dataset that ranges between 0 - 100 and typically is centered around 50 for the most part. It seems like the dataset shows a triangular distribution given its bound between 0 - 100. ...
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2answers
823 views

Will Z-scores help me compare my variables?

I have two variables: 1) Percentage of population of different geographic regions which has bought a certain category of product (say hair sprays) in the last MONTH 2) Percentage of population which ...
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2answers
204 views

Terminology - Comparing Z Scores

Let's say I have some sample of people with a measure of interest for each one, let's call it v. Let's say I measure v twice for ...
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0answers
2k views

How to report significance of factor levels shown in summary of glm?

The summary of my GLM shows day 12 of factor Date to be significant, but anova(model, test="Chisq") shows Date to be not significant overall. I know how to report the statistics from the Chisq table, ...
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Non-parametric z-score for comparison of outliers/extreme values across set of non-normal distributions

I have a network and for each node in the network I am calculating a certain property, essentially its 'connectedness' to a set of source nodes. In order to identify nodes which are better connected ...
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1answer
99 views

Whether or not to use standardization in this example

here is my scenario: People record data using sensors, the data is uploaded to a server. Then the users can view their data on a web page. Here is what is in my dataset: - I know how often each user ...
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3answers
2k views

ZScore threshold and low values time-series

Example of z-score computation: 1 - E.g. Time-series: [0, 0, 0, 0, 1] Current: 1 Mean: 0.2 Std: 0.44721 Z = (1 - 0.2) / 0.44721 ~= 1.7888 2 - E.g. ...
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2answers
8k views

How to convert percentile rank into z score in R

I have a vector of percentile ranks. I want to convert them into z-scores, so it will be interval scale. I have to do it in R, but I could not find a function or package that can do this. Does anyone ...
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1answer
229 views

Z-Score Formula Variation

When does one use the denominator $\sigma$ over the denominator $\sigma /\sqrt{n}$? Why are there two separate forms and why does one look exactly like the t-score? Do some authors just call both t ...
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1answer
114k views

Wald test for logistic regression

As far as I understand the Wald test in the context of logistic regression is used to determine whether a certain predictor variable $X$ is significant or not. It rejects the null hypothesis of the ...
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172 views

how can the probabilities of sampling subset proportions be tested?

Assume we have 10 different jigsaw puzzles. Each puzzle has a different number of pieces, e.g., ...
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1answer
191 views

Using z-standardization to account for covariate

I would like to know whether z-standardization is an appropriate way to account for a covariate. Please consider the following dummy example (I am not interested in the interpretation of the result ...
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2answers
2k views

How to sequence z-score creation and log transformation in an experiment with multiple groups and conditions?

In a psycholinguistic task, participants listened to and viewed stimuli, and were asked to make acceptability judgements on them: 4 conditions 4 groups Rating scale from 1-5 I have been advised ...
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3answers
4k views

How to compute the probability associated with absurdly large Z-scores?

Software packages for network motif detection can return enormously high Z-scores (the highest I've seen is 600,000+, but Z-scores of more than 100 are quite common). I plan to show that these Z-...