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Z-Test for μ (Known σ)

Overview

The one-sample Z-test tests hypotheses about the population mean when \(\sigma\) is known.

Hypotheses

\[ H_0: \mu = \mu_0 \quad \text{vs} \quad H_1: \mu \neq \mu_0 \text{ (or } \mu > \mu_0 \text{ or } \mu < \mu_0\text{)} \]

Test Statistic

\[ Z = \frac{\bar{X} - \mu_0}{\sigma / \sqrt{n}} \sim N(0,1) \text{ under } H_0 \]

Decision Rule (two-sided)

Reject \(H_0\) if \(|Z| > z_{\alpha/2}\).