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Which hypothesis test should I use?

Short answer: ask three questions. What kind of data do you have (continuous or counts/proportions)? What are you comparing (means, variances or proportions)? How many groups, and are they paired?

QuestionTest
One mean vs a target, σ known1-sample z
One mean vs a target, σ unknown1-sample t
Two independent means2-sample t (Welch if the variances differ)
Before/after on the same unitsPaired t (on the differences)
Three or more meansOne-way ANOVA (F test)
One variance vs a targetChi-square test for variance
Two variancesF test (or Levene if the data aren't normal)
One or two proportions1- or 2-proportion z test
Counts in categories / independenceChi-square goodness of fit / contingency table
Non-normal, small samples, mediansNonparametric (sign test, Wilcoxon, Mann-Whitney, Kruskal-Wallis)

Worked example

Two suppliers' parts are tested for tensile strength, 10 parts from each. Supplier 1: mean 12.4, s = 0.6. Supplier 2: mean 11.8, s = 0.5. The parts are different, so the samples are independent, the data are continuous, and you're comparing means: use a 2-sample t test.

SE = √(0.6²/10 + 0.5²/10) = 0.2470 t = (12.4 − 11.8) / 0.2470 = 2.43

What it means: the two-sided critical t is about 2.1 for roughly 17–18 degrees of freedom at α = 0.05. Since 2.43 is greater than that, the difference is statistically significant. Then ask whether 0.6 units actually matters for the product.

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