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2.8 KiB
2.8 KiB
slug | sidebar_position | sidebar_label |
---|---|---|
/en/sql-reference/aggregate-functions/reference/meanztest | 303 | meanZTest |
meanZTest
Applies mean z-test to samples from two populations.
Syntax
meanZTest(population_variance_x, population_variance_y, confidence_level)(sample_data, sample_index)
Values of both samples are in the sample_data
column. If sample_index
equals to 0 then the value in that row belongs to the sample from the first population. Otherwise it belongs to the sample from the second population.
The null hypothesis is that means of populations are equal. Normal distribution is assumed. Populations may have unequal variance and the variances are known.
Arguments
Parameters
population_variance_x
— Variance for population x. Float.population_variance_y
— Variance for population y. Float.confidence_level
— Confidence level in order to calculate confidence intervals. Float.
Returned values
Tuple with four elements:
- calculated t-statistic. Float64.
- calculated p-value. Float64.
- calculated confidence-interval-low. Float64.
- calculated confidence-interval-high. Float64.
Example
Input table:
┌─sample_data─┬─sample_index─┐
│ 20.3 │ 0 │
│ 21.9 │ 0 │
│ 22.1 │ 0 │
│ 18.9 │ 1 │
│ 19 │ 1 │
│ 20.3 │ 1 │
└─────────────┴──────────────┘
Query:
SELECT meanZTest(0.7, 0.45, 0.95)(sample_data, sample_index) FROM mean_ztest
Result:
┌─meanZTest(0.7, 0.45, 0.95)(sample_data, sample_index)────────────────────────────┐
│ (3.2841296025548123,0.0010229786769086013,0.8198428246768334,3.2468238419898365) │
└──────────────────────────────────────────────────────────────────────────────────┘