P-Value Calculator

Enter a z, t, chi-square or F test statistic to get its p-value, one-tailed or two-tailed, and whether it is significant at your α level. The area that makes up the p-value is shaded on the curve of the test statistic.

Related guides: what p < 0.05 actually means, Type I vs Type II errors and p-values in Excel.

Chosen before looking at the data, usually 0.05

What a p-value tells you

The p-value is the probability of getting a test statistic at least as extreme as the one you observed if the null hypothesis is true. A small p-value means the data would be surprising under the null hypothesis, which is evidence against it; a large one means the data are consistent with it. If the p-value is at most your significance level α, the result is called statistically significant and you reject the null hypothesis.

Which tail counts as extreme depends on the alternative hypothesis. A two-tailed test looks for a difference in either direction, a right-tailed test for a value above the null, and a left-tailed test for a value below it. Pick the direction before seeing the data.

How each p-value is calculated

Right-tailed: p = P(X ≥ x)

Left-tailed: p = P(X ≤ x)

Two-tailed, z and t: p = 2 × P(X ≥ |x|)

Two-tailed, χ² and F: p = 2 × min( P(X ≤ x), P(X ≥ x) ), at most 1

Here X is the test statistic under the null hypothesis and x the value you observed. Each tail is computed directly from its own end of the distribution rather than as 1 minus the other tail, so a very small p-value keeps all its digits; one below 1e-300 is reported as a bound. The z and t distributions are symmetric, so the two-tailed p-value is twice the tail beyond |x|. Chi-square and F are skewed and have no mirror image, so the two-tailed p-value doubles the smaller tail, the same rule R uses in var.test. Chi-square and F tests are normally one-sided, looking at the upper tail.

Which test statistic to use

StatisticTypical useTail usually reported
ZMeans with a known standard deviation or a large sample, proportions (z-test)Two-tailed, or one-tailed for a directional claim
tMeans with an unknown standard deviation, paired data, regression coefficientsTwo-tailed, or one-tailed for a directional claim
Chi-squareGoodness of fit, tests of independence, a variance against a targetRight-tailed
FANOVA, comparing two variances, the overall regression testRight-tailed

Need the test statistic first? See the z-test, t-test, chi-square and ANOVA calculators, which return the p-value together with the statistic. To work backwards from a significance level to the cutoff statistic, use the critical value calculator.

Worked example

A one-sample t-test on 11 measurements gives t = 2.5 with 10 degrees of freedom. The right tail beyond 2.5 is 0.015723, so the two-tailed p-value is 2 × 0.015723 = 0.031447. Because 0.031447 is below α = 0.05 the result is significant at the 5% level, but it is not below 0.01 so it is not significant at the 1% level. Load example fills in these numbers. A right-tailed test on the same statistic would report 0.015723 and a left-tailed test 0.984277.

StatisticDirectionP-value
z = 2Two-tailed0.0455
z = 1.645Right-tailed0.049985
t = 2.5, df = 10Two-tailed0.031447
χ² = 11.07, df = 5Right-tailed0.05001
F = 3.5, df₁ = 3, df₂ = 20Right-tailed0.034493

How to read a p-value

P-valueReading
Below 0.001Very strong evidence against the null hypothesis
0.001 to 0.01Strong evidence against the null hypothesis
0.01 to 0.05Moderate evidence against the null hypothesis
0.05 to 0.1Weak evidence against the null hypothesis
0.1 or moreLittle or no evidence against the null hypothesis

These labels are conventions, not laws; the decision rule uses the α you set before collecting data. A p-value is not the probability that the null hypothesis is true, it does not measure the size or importance of an effect (use an effect size for that), and a large p-value does not prove the null hypothesis. With a big enough sample even a trivial effect gives a tiny p-value.

Software equivalents

SoftwareTwo-tailed zTwo-tailed tRight-tailed χ²Right-tailed F
Excel / Sheets=2*NORM.S.DIST(-ABS(z), TRUE)=T.DIST.2T(ABS(t), df)=CHISQ.DIST.RT(x, df)=F.DIST.RT(x, df1, df2)
R2 * pnorm(-abs(z))2 * pt(-abs(t), df)pchisq(x, df, lower.tail = FALSE)pf(x, df1, df2, lower.tail = FALSE)
Python (SciPy)2 * norm.sf(abs(z))2 * t.sf(abs(t), df)chi2.sf(x, df)f.sf(x, df1, df2)
TI-842*normalcdf(abs(z), 1E99)2*tcdf(abs(t), 1E99, df)χ²cdf(x, 1E99, df)Fcdf(x, 1E99, df1, df2)

The TI-84 functions are explained in the TI-84 statistics guide. To turn a z-score into an area with more detail, use the z-score to percentile calculator.

Frequently Asked Questions

What is a p-value?

The p-value is the probability of obtaining a test statistic at least as extreme as the one observed, assuming the null hypothesis is true. A small p-value means the data are unlikely under the null hypothesis. It is not the probability that the null hypothesis is true.

How do I find the p-value from a z-score or t-score?

Choose the distribution, enter the statistic (and the degrees of freedom for t), pick the tails and read the p-value. By hand it is the area beyond the statistic: for a two-tailed z-test, p = 2 × P(Z ≥ |z|). In Excel that is =2*NORM.S.DIST(-ABS(z), TRUE) for z and =T.DIST.2T(ABS(t), df) for t.

Should I use a one-tailed or a two-tailed p-value?

Use a two-tailed p-value when the alternative hypothesis is that the value differs from the null in either direction, which is the default in most research. Use a one-tailed p-value only when you decided before collecting data that only one direction matters. A one-tailed p-value is half the two-tailed one for z and t when the statistic is in the predicted direction.

What p-value is statistically significant?

A result is significant when the p-value is at most the significance level α you chose in advance. The usual choice is α = 0.05, sometimes 0.01 or 0.001 in stricter fields. Because the threshold is a convention, report the exact p-value as well.

How do I get the p-value for a chi-square or F statistic?

Both tests are normally right-tailed: the p-value is the area to the right of the statistic. Select Chi-square or F, enter the statistic and the degrees of freedom and keep the right-tailed direction. In Excel use =CHISQ.DIST.RT(x, df) or =F.DIST.RT(x, df1, df2).

Why is the two-tailed p-value for chi-square or F twice the smaller tail?

Those distributions are not symmetric, so there is no mirror image of the observed statistic. The convention for a two-sided test is to double the smaller of the two tails and cap the result at 1, which is what R does in var.test.

Can a p-value be zero?

Not exactly: a p-value is always above 0 for a finite statistic, although it can be extremely small. When it is below 1e-300 this calculator shows it as less than 1e-300 instead of a misleading 0. In a report, write p < 0.001 rather than p = 0.

What does the p-value not tell me?

It does not give the probability that your hypothesis is true, the size of the effect or whether the effect matters in practice. A tiny p-value with a large sample can go with a negligible effect, and a large p-value can just mean the sample was too small to detect one. Pair the p-value with an effect size and a confidence interval.

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