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v0.8.6: update indicator docs, ndepend tooling, ALMA refactor, gitignore cleanup

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Miha Kralj
2026-03-13 13:46:52 -07:00
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lib/statistics/ztest/Ztest.md
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| **PineScript** | [ztest.pine](ztest.pine) |
- ZTEST computes the **one-sample t-statistic**, measuring how many standard errors the rolling sample mean deviates from a hypothesized population m...
- Parameterized by `period` (default 30), `mu0` (default 0.0).
- Output range: Unbounded.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- **Similar:** [JB](../jb/Jb.md), [Zscore](../zscore/Zscore.md) | **Trading note:** Z-test; tests if sample mean differs from population mean. Used to validate trading edge significance.
- Validated against manual computation, PineScript parity, and testable statistical properties.
## Introduction
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- Student (W.S. Gosset), "The Probable Error of a Mean," *Biometrika*, 6(1), 1908, pp. 1-25
- Fisher, R.A., *Statistical Methods for Research Workers*, Oliver and Boyd, 1925
- PineScript reference: `ztest.pine` in this directory
- PineScript reference: `ztest.pine` in this directory