Category:Definitions/P-Values

This category contains definitions related to $p$-values.
Related results can be found in Category:P-Values.

Let $\delta$ be a hypothesis test.

Let $H_0$ and $H_1$ be the null hypothesis and alternative hypothesis of $\delta$ respectively.

Let $T$ be the test statistic which is being used to determine whether $H_0$ or $H_1$ holds.

Let $C$ be the critical region of $\delta$.

Let $\alpha$ be the significance level of $\delta$.

The $p$-value of $\delta$ is the probability that $T$ takes a value greater than or equal to a calculated value when $H_0$ is true.