WTEST calculates the Wald statistics Checks whether the sample mean is likely to be zero. [H,SIG] = WTEST(X,ALPHA) performs a Wald-test to determine if a sample could have zero mean ALPHA = 0.05 by default. The Null hypothesis is: 'mean is equal to M'. The alternative is 'mean is not M'. ALPHA is desired significance level. SIG is the probability of observing the given result by chance given that the null hypothesis is true. Small values of SIG cast doubt on the validity of the null hypothesis. H=0 => 'Do not reject null hypothesis at significance level of alpha.' H=1 => 'Reject null hypothesis at significance level of alpha.' see also: SUMSKIPNAN, COVM, SUMSQ, SEM, Reference(s): [1] http://davidmlane.com/hyperstat/A103735.html [2] http://www.animatedsoftware.com/statglos/sgsderro.htm [3] http://faculty.vassar.edu/lowry/dist2.html [4] http://www.cmh.edu/stats/ask/stderr.htm