Question
In: Statistics and Probability
what's the best way to find the p value from the test statistic?
what's the best way to find the p value from the test
statistic?
Solutions
Expert Solution
Here we want to find p-value from the test statistic.
The first thing we have to remember the p-value depends not only on test statistic but also on which hypothesis we are testing.
Let us suppose our hypothesis will be, below are exhaustive sets of the null and alternative hypotheses.
a) H10: 
vs H11:
b) H20:
vs H21: 
c) H30:
vs H31: 
We will write the p-value for the above cases, Assume test statistic will follow a distribution F.
a) we get the test statistic Tobs after calculation.
hence the p-value will be=P(F<Tobs )
b) we get the test statistic Tobs after calculation.
hence the p-value will be=P(F>Tobs )
c) we get the test statistic Tobs after calculation. We take its absolute value as |Tobs|
hence the p-value will be=2*P(F>|Tobs|)
These are the simplest ways to find p-values.
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