P-Value Calculator — Formule
## How to Interpret P-Values
### Concept
The p-value is the probability of observing a test statistic as extreme or more extreme than the computed value, assuming the null hypothesis is true. A small p-value (typically < 0.05) provides evidence against the null hypothesis.
This calculator provides an approximation for the two-tailed p-value using the normal PDF. For exact values, consult a z-table or statistical software.
### Concept
The p-value is the probability of observing a test statistic as extreme or more extreme than the computed value, assuming the null hypothesis is true. A small p-value (typically < 0.05) provides evidence against the null hypothesis.
This calculator provides an approximation for the two-tailed p-value using the normal PDF. For exact values, consult a z-table or statistical software.
Exemple Résolu
A z-test yields z = 2.1. Is this significant at the 5% level?
- |z| = 2.1
- PDF at z=2.1: phi(2.1) = 0.04398
- Approximate two-tailed p ≈ 2 * 0.04398 / 2.1 ≈ 0.0419
- Since 0.0419 < 0.05, the result is statistically significant at the 5% level
- Since 0.0419 > 0.01, it is NOT significant at the 1% level