How do you calculate the p-value in a hypothesis test?

1 Answer
Dec 12, 2017

p-value is the probability of getting as or more extreme sample, as observed, if null hypothesis was true. We test this in the direction of alternative hypothesis.

For example: if we test #H_0: \mu = 10# vs #H_a: \mu > 10#, and we get test statistic #z = 1.96#, then p-value is the probability of getting this test statistic in the direction of alternative hypothesis, i.e, p-value = # P(Z>1.96) = 0.025#

(probability is obtained from test-statistics distribution, here it came from z-table).