WorksheetFunction.Z_Test Method
Returns the one-tailed probability-value of a z-test. For a given hypothesized population mean, Z_TEST returns the probability that the sample mean would be greater than the average of observations in the data set (array) — that is, the observed sample mean.
Namespace: Microsoft.Office.Interop.Excel
Assembly: Microsoft.Office.Interop.Excel (in Microsoft.Office.Interop.Excel.dll)
Syntax
'Declaration
Function Z_Test ( _
Arg1 As Object, _
Arg2 As Double, _
Arg3 As Object _
) As Double
'Usage
Dim instance As WorksheetFunction
Dim Arg1 As Object
Dim Arg2 As Double
Dim Arg3 As Object
Dim returnValue As Double
returnValue = instance.Z_Test(Arg1, Arg2, _
Arg3)
double Z_Test(
Object Arg1,
double Arg2,
Object Arg3
)
Parameters
Arg1
Type: System.ObjectArray is the array or range of data against which to test the hypothesized population mean.
Arg2
Type: System.DoubleThe value to test.
Arg3
Type: System.ObjectSigma - The population (known) standard deviation. If omitted, the sample standard deviation is used.
Return Value
Type: System.Double
Remarks
If array is empty, Z_Test returns the #N/A error value.
Z_Test is calculated as follows when sigma is not omitted:
Figure 1: Equation for Z_Test when sigma is not omitted
.jpg "Equation for Z_Test when sigma is not omitted")
or when sigma is omitted:
Figure 2: Equation for Z_Test when sigma is omitted
.jpg "Equation for Z_Test when sigma is omitted")
where x is the sample mean AVERAGE(array); s is the sample standard deviation STDEV_S(array); and n is the number of observations in the sample COUNT(array).
Z_Test represents the probability that the sample mean would be greater than the observed value AVERAGE(array), when the underlying population mean is μ0. From the symmetry of the Normal distribution, if AVERAGE(array) < μ0, Z_Test will return a value greater than 0.5.
The following Excel formula can be used to calculate the two-tailed probability that the sample mean would be further from μ0 (in either direction) than AVERAGE(array), when the underlying population mean is μ0:
=2 * MIN(Z_TEST(array,μ0,sigma), 1 - Z_TEST(array,μ0,sigma)).