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I've two samples with mean value $\mu $ and standard deviation $\sigma$ (normal distribution).

Can I use a Z-test to compare them ? Also if I don't know the sample size ?

If I've five samples to compare ..what do I do ? A z-test for each comparison :\ or an ANOVA test (as for t-test) ?

Terenz
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  • Say more about your situation. Surely you don't mean they have the same mean $\mu$? Are the $\sigma$s known? Equal? How is it that you don't know the sample sizes? Not much you can do if you don't know how much data you have... – Russ Lenth Sep 04 '14 at 17:30
  • Surely you can't mean what you have written. If they both have mean $\mu$ and sd $\sigma$ and they're both normal, why on earth would you compare them, since they have in every respect identical distributions? Please explain in simple terms, as near to plain English as feasible, what you intended to ask. – Glen_b Sep 05 '14 at 09:18

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