+ Reply to Thread
Results 1 to 5 of 5

Thread: How to calculate P-value?

  1. #1
    TS Contributor
    Points: 5,729, Level: 48
    Level completed: 90%, Points required for next Level: 21

    Location
    Abbottabad
    Posts
    339
    Thanks
    1
    Thanked 3 Times in 3 Posts

    Exclamation How to calculate P-value?




    Hi,
    i have searched on talkstat and on internet as well but I could find the method of calculating a p-value by hand, all I am getting is p-value calculators.
    Can someone kindly explain how do we calculate p-value using z score?
    Thanks

  2. #2
    Ninja say what!?!
    Points: 8,297, Level: 61
    Level completed: 49%, Points required for next Level: 153
    Link's Avatar
    Posts
    1,165
    Thanks
    37
    Thanked 84 Times in 76 Posts

    Re: How to calculate P-value?

    If you have the z-score, you can calculate the p-value by integration over the normal distribution from -inf to the z-score. Or, you could look it up in z-tables.

    here is a graphical representation: http://controls.engin.umich.edu/wiki...ethod:_Z-Score

  3. #3
    TS Contributor
    Points: 5,729, Level: 48
    Level completed: 90%, Points required for next Level: 21

    Location
    Abbottabad
    Posts
    339
    Thanks
    1
    Thanked 3 Times in 3 Posts

    Re: How to calculate P-value?

    Thanks link
    I figured, we have to find the area below the critical value and then subtract from 0.5 and multiply by 2, for two tailed.
    Correct?

  4. #4
    Beep
    Points: 60,921, Level: 100
    Level completed: 0%, Points required for next Level: 0
    Awards:
    Discussion EnderPosting AwardCommunity AwardMaster TaggerFrequent Poster
    Dason's Avatar
    Location
    Ames, IA
    Posts
    11,037
    Thanks
    259
    Thanked 2,133 Times in 1,815 Posts

    Re: How to calculate P-value?

    The reason you only find calculators is because the integration Link talks about doesn't have a closed form expression. You literally have to do some numerical analysis to get the value. So technically except for a few choice values we don't actually know what the exact p-value is for a given z-score. We just approximate it to an acceptable accuracy.

  5. #5
    Super Moderator
    Points: 9,648, Level: 65
    Level completed: 99%, Points required for next Level: 2
    Dragan's Avatar
    Location
    Illinois, US
    Posts
    1,765
    Thanks
    0
    Thanked 139 Times in 125 Posts

    Re: How to calculate P-value?


    This series expansion works quite well:

    \Phi \left ( z \right )=\frac{1}{2}+\phi \left ( z \right )\left \{ z+\frac{z^{3}}{3}+\frac{z^{5}}{3\cdot 5}+\frac{z^{7}}{3\cdot 5\cdot 7}+\frac{z^{9}}{3\cdot 5\cdot 7\cdot 9} +\cdots \right \}


    where \phi \left ( z \right ) is the height of the standard normal distribution and when you carry it out until the last terms appears to vanish the absolute error is less than 8X10^-16.

+ Reply to Thread

           




Similar Threads

  1. How to re-calculate?
    By Ullii in forum SPSS
    Replies: 2
    Last Post: 11-30-2010, 02:41 PM
  2. how to calculate a z score
    By cro77 in forum Statistics
    Replies: 4
    Last Post: 06-16-2010, 03:35 PM
  3. Replies: 7
    Last Post: 08-11-2009, 08:29 AM
  4. Can I calculate a p-value here?
    By chemnerd1 in forum Probability
    Replies: 2
    Last Post: 04-02-2009, 04:47 PM
  5. how to calculate d'?
    By mischa in forum Statistics
    Replies: 0
    Last Post: 08-20-2008, 04:00 PM

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts






Advertise on Talk Stats