P-Values


Another way of analyzing a hypothesis test is to consider P-values. 

\[P=\text{Area to left of }\overline{x}\text{ in the sampling distribution}\]

We can find this P-value by using our Hypothesis Test Calculator or by first find the test value:

\[z=\frac{\overline{x}-\mu}{\sigma/\sqrt{n}}\]

The using our z-table to find the area to the left (similar for a t-distribution). The question remains when do we reject?

Well this depends on the test.

Two-Tailed Test

\[H_1:\,\mu\neq k\]

Do not reject \(H_0\) when

\[\frac{\alpha}{2}<\overline{x}<1-\frac{\alpha}{2}\]

p-value two-tailed test

Reject \(H_0\) when

\[p<\frac{\alpha}{2}\;\;\;\;\;\;\;\;\;\text{ or }1-\frac{\alpha}{2}<p\]


Left-Tailed Test

\[H_1:\mu<k\]

Do not reject \(H_0\) when

\[\alpha<p\]

p-value left tailed test

Reject \(H_0\) when

\[\alpha>p\]


Right-Tailed Test

\[H_1:\mu>k\]

Do not reject \(H_0\) when

\[1-\alpha>p\]

p-value right tail test

Reject \(H_0\) when 

\[1-\alpha<p\]