| | Sample Size | Distribution of $X$ | Population Variance | | ------------- | ----------- | --------------------------------------------------------------------------------------------------------------- | ------------------- | | [[Wald Test]] | big | any $\mathbf P_\theta$ with [[Properties of an Estimator#Key Properties of an Estimator\|asymptotic normality]] | unknown/estimated | | [[T-Test]] | small | [[Gaussian Distribution\|Gaussian]] | unknown/estimated | | Z-Test | big | [[Gaussian Distribution\|Gaussian]] | known |