How to Find the Z Critical Value in Python

Spread the love

The Z distribution, also known as the standard normal distribution, is one of the most fundamental distributions in statistics. It is a special case of the normal distribution where the mean is 0 and the standard deviation is 1. This distribution plays a significant role in hypothesis testing and the construction of confidence intervals, especially when the sample size is large.

A Z critical value is a threshold on the Z distribution that helps us decide whether to reject the null hypothesis. It is compared with the Z statistic (also known as the Z score) calculated from the data. If the absolute value of the Z statistic is larger than the absolute value of the Z critical value, we reject the null hypothesis.

Python’s scipy library offers comprehensive tools for working with the Z distribution and Z critical values.

Using the Z Distribution in Python

Python’s scipy library contains the scipy.stats module, which provides a multitude of functions and classes to work with the Z distribution and a variety of other statistical distributions.

Calculating the Z Critical Value

The scipy.stats module provides the norm.ppf function, which can be used to calculate the Z critical value. The ppf stands for ‘Percent Point Function’, also known as the quantile function.

The norm.ppf function takes a quantile (probability) and returns the corresponding critical value. Here’s an example of how to use it:

from scipy.stats import norm

# Define the significance level
alpha = 0.05

# Calculate the critical value for a two-tailed test
z_critical = norm.ppf(1 - alpha/2)

print(f'Z Critical Value: {z_critical}')

In this code, the alpha value represents the significance level. For a two-tailed test, we divide the significance level by 2. For a one-tailed test, we would use the full alpha value.

Plotting the Z Distribution

Visualizing the Z distribution can be helpful to understand the concepts of Z critical values and statistical tests. Here’s how you can plot the Z distribution with the critical region:

import numpy as np
import matplotlib.pyplot as plt

# Generate values from a Z-distribution
x = np.linspace(norm.ppf(0.001), norm.ppf(0.999), 100)

# Plot the Z-distribution
plt.plot(x, norm.pdf(x), 'r-', lw=5, label='norm pdf')

# Highlight the critical region for a two-tailed test
crit_region1 = np.linspace(z_critical, x[-1], 10)
crit_region2 = np.linspace(x[0], -z_critical, 10)
plt.fill_between(crit_region1, norm.pdf(crit_region1), color='red', alpha=0.3)
plt.fill_between(crit_region2, norm.pdf(crit_region2), color='red', alpha=0.3)


In this plot, the red line represents the Z distribution, and the shaded area under the curve represents the critical region. If the test statistic falls into this area, we would reject the null hypothesis.


The Z-distribution and the Z critical value are foundational elements in inferential statistics, especially when dealing with large samples or when the population standard deviation is known. Python, specifically the scipy library, provides a powerful and user-friendly interface for working with this distribution and conducting statistical analyses. Understanding these concepts can provide valuable insights when dealing with complex statistical problems and interpreting results.

Leave a Reply