P-Value Calculator

P-Value

0.05

The Numbers

  • As a Percent: 5%

Analysis

  • Statistically Significant (alpha = 0.05): Yes — this result is unlikely to be due to chance alone.

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How This Calculator Works

A p-value is the probability of seeing a result at least as extreme as the one observed, purely by chance, if there were actually no real effect. Enter a z-score and choose a test type, and this calculator converts it into a p-value — the standard figure used to decide whether a result is statistically significant. If you have raw sample data instead of an already-computed z-score, find it first with the Z-Score Calculator.

A smaller p-value means the observed result would be less likely to happen by chance alone, which is stronger evidence against the assumption that nothing real is going on (the “null hypothesis”). By long-standing convention across most fields, a p-value below 0.05 is generally treated as statistically significant — but that threshold is a convention, not a law of nature, and what counts as “significant enough” can vary by field and by how costly a wrong conclusion would be.

The Formula

For a left-tailed test (is the result unusually low?):

p=Φ(z)p = \Phi(\vA{z})

For a right-tailed test (is the result unusually high?):

p=1Φ(z)p = 1 - \Phi(\vA{z})

For a two-tailed test (is the result unusual in either direction?):

p=2×(1Φ(z))p = 2 \times \left(1 - \Phi(|\vA{z}|)\right)

Where z\vA{z} is the z-score and Φ\Phi is the standard normal distribution’s cumulative distribution function — the probability that a randomly drawn value from that distribution falls at or below a given point, computed here via a well-established polynomial approximation of the error function.

Worked Example

    1. A z-score of 1.96 is the textbook reference point for a two-tailed test at the conventional 95% confidence level: p=2×(1Φ(1.96))2×(10.975)0.0500p = 2 \times (1 - \Phi(1.96)) \approx 2 \times (1 - 0.975) \approx 0.0500. 2. A p-value of about 0.05 sits right at the conventional significance threshold. 3. A larger z-score of 2.576 (the two-tailed reference point for 99% confidence) gives a smaller, more significant p-value of about 0.0100.

Source: Standard normal distribution and the Abramowitz & Stegun error function approximation.

Frequently Asked Questions

What counts as a "statistically significant" p-value?

The most common convention across many fields is a p-value below 0.05 (a 5% chance the result happened by chance alone). This is a widely-used convention, not a strict rule — some fields use stricter thresholds (like 0.01) when a wrong conclusion would be especially costly.

How do I know whether to use a one-tailed or two-tailed test?

Use a two-tailed test when you care whether a result is unusual in EITHER direction (e.g. "is this coin unfair?"). Use a one-tailed test (left- or right-tailed) only when you specifically care about ONE direction ahead of time (e.g. "is this new process FASTER?") — deciding this after seeing the data is considered poor statistical practice.

What's the difference between this and the Z-Score Calculator?

The Z-Score Calculator converts a raw value into a z-score and percentile against a known distribution. This calculator starts from an already-known z-score and answers the specific question a percentile alone does not: how likely is a result this extreme to have happened purely by chance?