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*Subject*: **Re: [office-formula] ZTEST**

*From*:**Stefan Nikolaus <stefan.nikolaus@kdemail.net>***To*: office-formula@lists.oasis-open.org*Date*: Fri, 9 Feb 2007 12:56:09 +0100

On Friday 09 February 2007 00:44:16 Andreas J. Guelzow wrote: > I just had a look at the ZTEST description. Considering the 2 argument > version, the description seems to differ from what OOo and GNumeric > implements (and according to what the description itself says also what > Excel does.) > > I can't confirm what Excel does (it doesn't run under Linux so it is not > available to me) but OOo and Gnumeric calculate the onesided p-value for > the z-test. Hmm, Calc's help claims, that it computes the two-tailed test. I've interpret this as: it uses both tails of the distibution to compute the value. Calc's code look like this: PushDouble(0.5 - gauss((mue-x)/sqrt(sigma/rValCount))); Which shows, that it tries to use the onesided p-value and also tries to implement the one-tailed test, because I see not doubling of the value in the contextual code. gauss() is the method returning the value for GAUSS (what a surprise ;-) ). And that is defined as NORMDIST(x)-0.5. NORMDIST(x) returns the value of the normal distribution pdf (!) at position x. Is that what you call the p-value? I think not. You want the value of the cdf! Otherwise, it makes no sense at all (AFAICT). And if you want to calculate the one-tailed test, make sure, that you don't make the same error as Excel: It takes the value of the cdf at the position of the signed (!) z value. If z is negative, this results in a wrong value. > The three-argument version yields significantly different values between > OOo and Gnumeric and I haven't quite determined yet which values that > are. > > Am I correct in assuming that our function descriptions ought to be > close to at least some implementation? The upcoming KSpread 2.0 implements it exactly this way. ;-) The z-Test is not arbitrarily definable. AFAIK, the z-Test is a well defined method in statistics. To use the name ZTEST and differ from this definition is not acceptable, even not for compatibility reasons. If you define the one- or two-tailed test, is only a matter of taste. Calc's help claims to implement the two-tailed test, but it actually implements the one-tailed test and gets it wrong. Gnumeric claims to calculate the one-tailed test. It produces the same values as Calc, which are wrong. Excel claims to calculate the one-tailed test, but gets it wrong for negative z values. KSpread claims to implement the two-tailed test, and gets it right (this statement is biased ;-) ). Regards, Stefan -- Stefan Nikolaus humba, humba, tätärää, tätärää, tätäräää ;-)

**Follow-Ups**:**Re: [office-formula] ZTEST***From:*Stefan Nikolaus <stefan.nikolaus@kdemail.net>

**References**:**ZTEST***From:*"Andreas J. Guelzow" <aguelzow@math.concordia.ab.ca>

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