The p-value can be thought of as a percentile expression of a standard deviation measure, which the Z-score is, e.g.
The p-value is a worst-case bound on that probability. In terms of possible inferential errors, the p-value expresses the probability of committing a type I error: rejecting the null hypothesis if it is in fact true.
calculating a Z-score), X is a random sample (X 1,X 2.X n) from the sampling distribution of the null hypothesis. Where x 0 is the observed data (x 1,x 2.x n), d is a special function (statistic, e.g. It is essentially the proportional area of the Z distribution cut off at the point of the observed Z score. The p-value is used in the context of a Null-Hypothesis statistical test (NHST) and it is the probability of observing the result which was observed, or a more extreme one, assuming the null hypothesis is true 1. If you want the p-value for the other tail of the distribution, just subtract it from 1. Since the normal distribution is symmetrical, it does not matter if you are computing a left-tailed or right-tailed p-value: just select one-tailed and you will get the correct result for the direction in which the observed effect is. If the direction of the effect does not matter, select two-tailed, which corresponds to a point null hypothesis. If you want to make directional inferences (say something about the direction or sign of the effect), select one-tailed, which corresponds to a one-sided composite null hypothesis. Just enter the Z-score that you know and choose the type of significance test: one-tailed or two-tailed to calculate the corresponding p-value using the normal CPDF (cumulative probability density function of the normal distribution). If you obtained a Z-score statistic from a given set of data and want to convert it to its corresponding p-value (percentile), this Z to P calculator is right for you.
Z hypothesis test calculator how to#
How to interpret a low p-value (statistically significant result).Using the z-score to p-value calculator.