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How to Calculate P-Value from Z-Score.
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How to Calculate P-Value from Z-Score.

Rosemary Njeri

In statistics, the p-value is the probability of obtaining results at least as extreme as the observed results of a statistical hypothesis test, assuming that the null hypothesis is correct.

The value of the z-score tells you how many standard deviations you are away from the mean.

Formula to calculate p-value from z-score.

  • For a left-sided tail test, we use P-value = ϕ(z-score)
  • For a right-sided tail test, we use P-value = 1 – ϕ(z-score)
  • For a two tailed test, we use P-value = 2 – 2 x ϕ (|z-score|)

ϕ is the cumulative distribution function (cdf) of the standard normal distribution.

Example:

Calculate the p-value of a right-sided tail test if the ϕ is 0.2 and the z-score is 2.

P-value = 1 – ϕ (z-score)

= 1 – 0.2( 2)

= 0.6

Therefore, the p-value is 0.6.

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