P value calculator
P-value calculator for the following distributions:
Normal distribution (z), t-distribution, f-distribution, chi-square distribution
P value calculator from z
To calculate the p-value from z score, choose the normal distribution and enter the z score in the statistic field.
P value calculator from t
To calculate the p-value from t score, choose the T distribution and enter the t score in the statistic field.
P value calculator from F
To calculate the p-value from f score, choose the F distribution and enter the f score in the statistic field.
P value calculator from Chi square
To calculate the p value from chi square score, choose the chi square distribution and enter the chi square score in the statistic field.
What is p value?
The p-value is the probability to get the current statistic result under the assumption that H0 is correct.
If you decide to reject the H0, P-value is the probability of type I error - rejecting a correct H0. A commonly used rule defines a significance level of 0.05. When the p-value is smaller than the significance level, you can reject the null hypothesis with a little chance of error. Another commonly used significance level is 0.01.
If you know the statistic value, choose the relevant distribution otherwise go to z test, t test, chi-squared test, f test calculators.
When is p value significant?
The p value is significant when it is equal the significance level (α) or lower.
Why do we reject the null hypothesis when the p value is small?
The p-value is the probability of rejecting a correct H0. When the p value is small, the probability of rejecting a correct H0 is small, hence the probability for a mistake is small.
P value formula
X is the test statistic value, and you know the distribution of X.
For example X may be Z, T etc.
- Left tailed: P-value = p(x≤X)
- Right tailed: P-value = 1 - p(x≤X)
- Two tailed: P-value = 2 * Min( p(x≤X), 1 - p(x≤X) )