Question

In: Statistics and Probability

Can someone explain how to find the P Value in Question 10, Chapter 9.1 of Applied...

Can someone explain how to find the P Value in Question 10, Chapter 9.1 of Applied Statistics and Probability for Engineers? Or just the general steps and cases for finding the P Value.

Solutions

Expert Solution

Definition of P value:

p-value is the probability of finding the observed, or more extreme, results when the null hypothesis is true.

We explain through following example:

So the general procedure for calculating p-value is:

  • a lower-tailed test is specified by: p-value = P(T less than equal to tobs | H0 is true)
  • an upper-tailed test is specified by: p-value = P(T greater than equal to tobs | H0 is true)
  • assuming that the distribution of the test statistic under H0 is symmetric about 0, a two-sided test is specified by: p-value = 2 * P(T greater than equal to |tobs| | H0 is true) (This formula generally works well for symmetric distribution but some people also use same formula for asymmetric distribution)

Where:

T=Test statistic

tobs=observed value of the test statistic calculated from our sample


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