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Query regarding the z-test() document page. (statsmodels.stats.weightstats.ztest) #28
Description
Hi, at https://www.statsmodels.org/stable/generated/statsmodels.stats.weightstats.ztest.html
In the return values section its showing this:
Shouldn't it be zstat and p-value of the z-test.
Activity
josef-pkt commentedon Feb 11, 2024
docstring questions should be in the issues of the main repo. Docs and docstrings are part of the code. github.io is just a storage repo.
to the answer
pvalue of the t-testis copy-paste error and needs to be fixedtstat versus zstat is ambiguous
in general we use t-statistic or tvalues for effect / stderror_of_effect independently whether p-values are evaluated using the normal or the t distribution. The test statistics are the same in both cases.
As in: "The t-statistic is asymptotically normally distributed."
The only time zstat would have a different interpretation than tstat is in the "exact" case, when the data is really normally distributed and the variance is known and not estimated. But that's not the case here.