[R] Z-test

[Rolf Turner]

On 16/07/11 17:49, Joshua Wiley wrote:
> Hi,
>
> The Z is basically:
>
> (mean(x) - mean(y))/sqrt(var(x)/length(x) + var(y)/length(y))
>
> and pnorm will give you a p-value, if you desire it.
>
> If the n - 1 divisior used in var() is a problem for you, it is
> trivial to work around:
<SNIP>

(1) Why on earth should the n - 1 divisor be a problem?  This divisor
yields an unbiased estimator of sigma^2.  Generally speaking,
unbiasedness is a Good Thing.

(2) If a Z-test (rather than a t-test) is being done then this issue simply
does not arise.   In the context of a Z-test, the variances are ***known***
quantities and so do not get estimated.  So there is no divisor to *be* a
problem.

     cheers,

         Rolf