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P-Value for a Test

Rather than pre-specify a value for a, we try to compute the smallest value of a (also known as the significance level) for which the hypothesis H0 would be rejected and report this value (called the P-value) for the test. Thus

P-value for a z Test
Ha: Upper Tailed q >q0:   P = 1-F(z)
Ha: Lower Tailed q <q0:   P = F(z)
Ha: Two Tailed q¹q0: P = 2*[1-F(|z|)]
P-value for a t Test

Since exact values are not tabulated for every probability, find two probability values such that Value1< P-value < Value2. One can then give lower and upper bounds on the P-value.


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Next: Inferences with two samples
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Jayant Rajgopal