📐 Math

P-Value Calculator

Calculate the p-value from a Z-score or T-score to determine the statistical significance of your hypothesis test. Supports left-tailed, right-tailed, and two-tailed tests.

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Formula

p-value = P(|Z| > z) for two-tailed
Z
The calculated test statistic (Z-score)
P
Probability derived from the standard normal distribution CDF

Example

Finding P-Value for a Two-Tailed Z-Test

Calculate the p-value for a Z-score of 2.5 in a two-tailed test.

  1. Find the area to the right of Z = 2.5 using a standard normal distribution table or CDF function, which is approx 0.0062.
  2. Since it is a two-tailed test, multiply this area by 2.
  3. Calculate: 0.0062 × 2 = 0.0124.
  4. Result: The p-value is 0.0124 (statistically significant at α = 0.05).

Frequently Asked Questions

A small p-value (typically ≤ 0.05) indicates strong evidence against the null hypothesis, so you reject the null hypothesis. A large p-value (> 0.05) indicates weak evidence against the null hypothesis, so you fail to reject it.

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