Signed normal Wald statistic
= Signed normal Wald statistic
{title2=$W=\sqrt n\bar Y/\sigma$}
For an independent normal sample with known standard deviation $\sigma$, the signed <Wald statistic> for testing mean zero is $W=\sqrt n\bar Y/\sigma$. It has the <standard normal distribution> under the <null hypothesis> and distribution $N(\sqrt n\delta/\sigma,1)$ under mean $\delta$. Its square has a <chi-squared distribution>; retaining the sign permits a one-sided test.