ClickHouse/docs/en/sql-reference/functions/statistics.md

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69	Statistics

Functions for Working with Statistics

proportionsZTest

Applies proportion z-test to samples from two populations (X and Y). The alternative is 'two-sided'.

Syntax

proportionsZTest(successes_x, successes_y, trials_x, trials_y, significance_level, usevar)

Arguments

• successes_x — The number of successes for X in trials.
• successes_y — The number of successes for X in trials.
• trials_x — The number of trials for X.
• trials_y — The number of trials for Y.
• significance_level
• usevar - It can be 'pooled' or 'unpooled'.
  • 'pooled' - The variance of the two populations are assumed to be equal.
  • 'unpooled' - The assumption of equal variances is dropped.

Returned value

• A tuple with the (z-statistic, p-value, confidence-interval-lower, confidence-interval-upper).

Type: Tuple.

Example

Query:

SELECT proportionsZTest(10, 11, 100, 101, 0.95, 'unpooled');

Result:

(-0.20656724435948853,0.8363478437079654,-0.09345975390115283,0.07563797172293502)