Calculating p Values
Here we look at some examples of calculating p values. The examples
are for both normal and t distributions. We assume that you
can enter
data and know the commands associated
with
We look at the steps necessary to calculate the p-value for a
particular test. In the interest of simplicity we only look at a
two sided test, and we focus on one example. Here we want to show
that the mean is not close to a fixed value, a.
H0: mux = a,
Ha: mux not = a,
The p value is
calculated for a particular sample mean. Here we assume that we
obtained a sample
mean, x and want to find
its p value. It is the
probability that we would obtain a given sample mean that is
greater than the absolute value of its Z-score or less than the
negative of the absolute value of its Z-score.
For the special case of a normal distribution we also need the
standard deviation. We will assume that we are given the standard
deviation and call it s. The calculation
for the p value can be
done in several of ways. We will look at two ways here. The first
way is to convert the sample means to their associated Z-score. The
other way is to simply specify the standard deviation and let the
computer do the conversion. At first glance it may seem like a no
brainer, and we should just use the second method. Unfortunately,
when using the t-distribution we need to
convert to the t-score, so it is a good
idea to know both ways.
We first look at how to calculate
the p-value using the Z-score. The
Z-score is found by assumi