Whenever you conduct a hypothesis test, you will get a test statistic as a result. To determine if the results of the hypothesis test are statistically significant, you can compare the test statistic to a Z critical value. If the absolute value of the test statistic is greater than the Z critical value, then the results of the test are statistically significant.
To find the Z critical value in Python, you can use the scipy.stats.norm.ppf() function, which uses the following syntax:
scipy.stats.norm.ppf(q)
where:
- q: The significance level to use
The following examples illustrate how to find the Z critical value for a left-tailed test, right-tailed test, and a two-tailed test.
Left-tailed test
Suppose we want to find the Z critical value for a left-tailed test with a significance level of .05:
import scipy.stats #find Z critical value scipy.stats.norm.ppf(.05) -1.64485
The Z critical value is -1.64485. Thus, if the test statistic is less than this value, the results of the test are statistically significant.
Right-tailed test
Suppose we want to find the Z critical value for a right-tailed test with a significance level of .05:
import scipy.stats #find Z critical value scipy.stats.norm.ppf(1-.05) 1.64485
The Z critical value is 1.64485. Thus, if the test statistic is greater than this value, the results of the test are statistically significant.
Two-tailed test
Suppose we want to find the Z critical value for a two-tailed test with a significance level of .05:
import scipy.stats #find Z critical value scipy.stats.norm.ppf(1-.05/2) 1.95996
Whenever you perform a two-tailed test, there will be two critical values. In this case, the Z critical values are 1.95996 and -1.95996. Thus, if the test statistic is less than -1.95996 or greater than 1.95996, the results of the test are statistically significant.
Refer to the SciPy documentation for the exact details of the norm.ppf() function.
This site in just Great! I love it.