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How do I calculate Z critical value?
To find a Z critical value for a given confidence level α:
- Check if you perform a one- or two-tailed test.
- For a one-tailed test:
- Left-tailed: critical value is the
α-th quantile of the standard normal distribution N(0,1). - Right-tailed: critical value is the
(1-α)-th quantile.
- Left-tailed: critical value is the
- Two-tailed test: critical value equals
±(1-α/2)-th quantile of N(0,1). - No quantile tables? Use CDF tables! (The quantile function is the inverse of the CDF.)
- Verify your answer with an online critical value calculator.
What is a Z critical value?
A Z critical value is the value that defines the critical region in hypothesis testing when the test statistic follows the standard normal distribution. If the value of the test statistic falls into the critical region, you should reject the null hypothesis and accept the alternative hypothesis.
Is a t critical value the same as Z critical value?
In theory, no. In practice, very often, yes. The t-Student distribution is similar to the standard normal distribution, but it is not the same. However, if the number of degrees of freedom (which is, roughly speaking, the size of your sample) is large enough (>30), then the two distributions are practically indistinguishable, and so the t critical value has practically the same value as the Z critical value.