Statistics

P-Value Calculator

Find the p-value from a z-statistic, one- or two-tailed.


P-Value Calculator

Advertisement

Given a z-statistic from a hypothesis test, this finds the associated p-value using the standard normal distribution.

How it works

The area under the standard normal curve beyond the z-statistic is computed using a published rational approximation to the normal distribution’s cumulative function; a two-tailed test doubles that area to account for both directions.

What this does not include

This does not include converting a raw value to a z-score first — for that starting step, use this site’s z-score calculator instead.

How to use this calculator

  1. Enter the z-statistic and choose one-tailed or two-tailed.

A worked example

A z-score of 1.96, two-tailed test: p-value = 0.05 — the classic threshold for statistical significance at the 95% confidence level.

A z-score of 1.645, one-tailed test: p-value = 0.05 as well — a smaller z-score reaches the same p-value threshold, since all the probability concentrates on one side.

What the variables mean

Variable Meaning
z-score Standardized test statistic
Tails Whether the test checks for a difference in one direction only, or either direction

Edge cases worth knowing

A one-tailed test reaches a given p-value at a smaller z-score than a two-tailed test — the same underlying probability concentrates in one tail instead of splitting between both, which is why 1.645 (one-tailed) and 1.96 (two-tailed) both land on p=0.05.

A smaller p-value means stronger evidence against the null hypothesis — but the exact significance threshold used to call a result “significant” is a research-design choice, not a universal rule this calculator enforces.

Frequently asked questions

When should I use a one-tailed vs. two-tailed test?

A one-tailed test is used when only testing for an effect in one specific direction; a two-tailed test (more common) tests for an effect in either direction.

What does a small p-value mean?

Conventionally, a p-value below 0.05 is considered statistically significant, meaning the observed result would be unlikely under the null hypothesis — though the right threshold depends on the specific field and study.

Why does a two-tailed p-value double the one-tailed figure?

Because a two-tailed test accounts for an extreme result in either direction, not just the one the z-statistic happens to point toward.

Sources

  1. Abramowitz & Stegun (1964) — Handbook of Mathematical Functions, §7.1.26
Be the first to rate this

Written by

J. Adeyemi

Statistics writer

J. Adeyemi writes the statistics and probability calculators, from descriptive summaries through to distributions and conditional probability. The recurring theme is scope: each page states precisely which question it answers, because most statistical mistakes come from applying a correct formula to the wrong question. Related-but-different measures get separate pages rather than being quietly merged.

Reviewed by

K. Novak

Calculator reviewer — statistics

K. Novak reviews the statistics and probability calculators, checking formula correctness and the scope boundary each page draws around itself. Closely related measures are routinely confused with one another, so review confirms that a page computing one of them says clearly that it is not computing the others.

How we write and review

Related calculators