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P Value From Test Statistic

Statistical Significance Calculator:

\[ P = 2 \times (1 - \Phi(|Z|)) \]

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1. What Is A P-Value?

A p-value is the probability of obtaining test results at least as extreme as the observed results, assuming the null hypothesis is true. It helps researchers determine the statistical significance of their findings.

2. How The Calculator Works

The calculator uses the standard normal distribution to calculate p-values:

\[ P = 2 \times (1 - \Phi(|Z|)) \quad \text{(for two-tailed tests)} \]

Where:

Explanation: The calculator converts your test statistic to a probability value that indicates how likely you would be to observe such an extreme result if the null hypothesis were true.

3. Interpreting P-Values

Details: Typically, p-values less than 0.05 are considered statistically significant, suggesting strong evidence against the null hypothesis. However, context and field-specific standards should always be considered.

4. Using The Calculator

Tips: Enter your test statistic (Z-score) and select whether you're conducting a one-tailed or two-tailed test. The calculator will provide the corresponding p-value.

5. Frequently Asked Questions (FAQ)

Q1: What's the difference between one-tailed and two-tailed tests?
A: One-tailed tests look for an effect in one direction only, while two-tailed tests consider both directions. Two-tailed tests are more conservative.

Q2: What is a statistically significant p-value?
A: Typically, p < 0.05 is considered statistically significant, though some fields use more stringent thresholds (p < 0.01 or p < 0.001).

Q3: Can a small p-value prove my hypothesis?
A: No, a small p-value only indicates that the observed data would be unlikely if the null hypothesis were true. It doesn't prove your alternative hypothesis.

Q4: What if my test statistic isn't a Z-score?
A: This calculator is designed for Z-scores. For t-statistics, F-statistics, or chi-square statistics, different distributions would be needed.

Q5: How accurate is this calculator?
A: The calculator uses a highly accurate approximation of the normal distribution, providing results precise to at least 6 decimal places.

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