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In: Statistics and Probability

how do you get p value

how do you get p value

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Expert Solution

When you test a hypothesis about a population, you can use your test statistic to decide whether to reject the null hypothesis, H0. You make this decision by coming up with a number, called a p-value.

A p-value is a probability associated with your critical value. The critical value depends on the probability you are allowing for a Type I error. It measures the chance of getting results at least as strong as yours if the claim (H0) were true.

If the alternative hypothesis is the less-than alternative, you reject H0 only if the test statistic falls in the left tail of the distribution (below –2). Similarly, if Ha is the greater-than alternative, you reject H0 only if the test statistic falls in the right tail

1) To find the p-value for your test statistic:

Look up your test statistic on the appropriate distribution — in this case, on the standard normal (Z-) distribution.

2) Find the probability that Z is beyond your test statistic:

(i) If Ha contains a less-than alternative, find the probability that Z is less than your test . This is the p-value.

(ii) If Ha contains a greater-than alternative, find the probability that Z is greater than your test statistic. The result is your p-value.

(iii) If Ha contains a not-equal-to alternative, find the probability that Z is beyond your test statistic and double it.

If your test statistic is positive, first find the probability that Z is greater than your test statistic. Then double this result to get the p-value.


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