P-Value Examples in Math

Start with the recap, study the fully worked examples, then use the practice problems to check your understanding of P-Value.

This page combines explanation, solved examples, and follow-up practice so you can move from recognition to confident problem-solving in Math.

Concept Recap

The probability of observing a test statistic at least as extreme as the one computed from the sample data, assuming the null hypothesis H0H_0 is true.

The p-value answers: 'If nothing special is going on (H0H_0 is true), how surprising is my data?' A tiny p-value means the data would be very rare under H0H_0, so maybe H0H_0 is wrong. Think of it like this: you flip a coin 100 times and get 92 heads. If the coin is fair, the chance of that happening is astronomically small (tiny p-value)—so you'd conclude the coin is probably not fair.

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How to Use These Examples

  • Read the first worked example with the solution open so the structure is clear.
  • Try the practice problems before revealing each solution.
  • Use the related concepts and background knowledge badges if you feel stuck.

What to Focus On

Core idea: The p-value is the probability of getting data at least this extreme assuming the null hypothesis is true.

Common stuck point: The procedure for p-value is the easy part; the trap is reading the p-value as the probability the null hypothesis is true. Asking "Am I computing the probability of data this extreme assuming the null is true (not the probability the null is true)?" first is what keeps a correct-looking calculation from being attached to the wrong concept.

Sense of Study hint: Ask: Am I computing the probability of data this extreme assuming the null is true (not the probability the null is true)?

Worked Examples

Example 1

medium
A hypothesis test produces z=2.3z=2.3 for a two-tailed test. Calculate the p-value and interpret it at both α=0.05\alpha=0.05 and α=0.01\alpha=0.01.

Answer

p=0.0214p=0.0214. Significant at α=0.05\alpha=0.05 but not at α=0.01\alpha=0.01.

First step

1
Two-tailed p-value: p=2×P(Z>2.3)=2×(10.9893)=2×0.0107=0.0214p = 2 \times P(Z > 2.3) = 2 \times (1 - 0.9893) = 2 \times 0.0107 = 0.0214

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Example 2

hard
Correct the following misconceptions about p-values: (a) 'p=0.03 means there's a 3% chance H₀ is true.' (b) 'p=0.03 means the effect is large.'

Example 3

easy
A right-tailed test produces z=0.5z = 0.5. Use P(Z>0.5)=0.3085P(Z > 0.5) = 0.3085 to find the p-value and decide at α=0.05\alpha = 0.05.

Example 4

medium
A one-sample z-test has xˉ=52\bar{x} = 52, μ0=50\mu_0 = 50, σ=8\sigma = 8, n=64n = 64, with Ha:μ>50H_a: \mu > 50. Compute zz and the p-value using P(Z>2)=0.0228P(Z > 2) = 0.0228.

Example 5

medium
A coin is flipped 100 times and lands heads 60 times. Test H0:p=0.5H_0: p = 0.5 vs Ha:p0.5H_a: p \ne 0.5 using a z-test. Use P(Z>2)=0.0228P(Z > 2) = 0.0228.

Example 6

medium
A two-tailed test produces z=2.58z = 2.58 with P(Z>2.58)=0.0049P(Z > 2.58) = 0.0049. Find the p-value and decide at α=0.01\alpha = 0.01.

Example 7

hard
A t-test with df=9df = 9 produces t=2.262t = 2.262, the critical value for α=0.05\alpha = 0.05 two-sided. Find the p-value.

Example 8

hard
Show that the probability of getting at least one p<0.05p < 0.05 in k=10k = 10 independent tests, all under H0H_0, is 10.95101 - 0.95^{10}. Compute the value.

Example 9

hard
Explain the difference between P(dataH0)P(\text{data} \mid H_0) (the p-value) and P(H0data)P(H_0 \mid \text{data}) (the posterior on H0H_0). Why are they not equal?

Example 10

hard
A test gives z=1.0z = 1.0 with n=25n = 25. If nn were quadrupled to 100100 with the same xˉμ0\bar{x} - \mu_0 and σ\sigma, what would zz become, and how does the p-value change?

Example 11

challenge
Prove: if the test statistic TT has a continuous distribution under H0H_0, then the p-value P=P(TTobsH0)P = P(T \ge T_{\text{obs}} \mid H_0) is uniformly distributed on (0,1)(0,1) when H0H_0 holds.

Practice Problems

Try these problems on your own first, then open the solution to compare your method.

Example 1

easy
A one-tailed test has z=1.7z=1.7. Find the p-value and determine if we reject H0H_0 at α=0.05\alpha=0.05.

Example 2

hard
Study A: n=50n=50, p=0.04p=0.04, effect size d=0.15d=0.15 (tiny). Study B: n=10n=10, p=0.06p=0.06, effect size d=0.8d=0.8 (large). Discuss which study's result is more practically meaningful and why we shouldn't rely solely on p-values.

Example 3

easy
Define in words what a p-value measures.

Example 4

easy
A test gives p=0.03p = 0.03 with α=0.05\alpha = 0.05. Reject or fail to reject H0H_0?

Example 5

easy
A test gives p=0.20p = 0.20. Does this prove the null hypothesis is true?

Example 6

easy
True or false: the p-value is the probability that H0H_0 is true.

Example 7

easy
Which p-value is stronger evidence against H0H_0: 0.0010.001 or 0.040.04?

Example 8

easy
For a right-tailed test with z=1.645z = 1.645, the p-value equals which tail area? Use P(Z>1.645)=0.05P(Z > 1.645) = 0.05.

Example 9

easy
Is α=0.05\alpha = 0.05 a fundamental law of nature or a convention?

Example 10

easy
A two-sided test has one-tail area 0.0150.015. What is the p-value?

Example 11

medium
A right-tailed test has z=2.33z = 2.33 with P(Z>2.33)0.0099P(Z > 2.33) \approx 0.0099. With α=0.01\alpha = 0.01, conclude.

Example 12

medium
A two-sided test has z=2.5z = -2.5 with P(Z<2.5)0.0062P(Z < -2.5) \approx 0.0062. Find the p-value.

Example 13

medium
A study with xˉ=105\bar{x} = 105, μ0=100\mu_0 = 100, σ=15\sigma = 15, n=9n = 9 tests Ha:μ100H_a: \mu \ne 100. Find zz, then the p-value uses P(Z>1)=0.1587P(Z > 1) = 0.1587.

Example 14

medium
Two studies report p=0.049p = 0.049 and p=0.051p = 0.051 at α=0.05\alpha = 0.05. How different is the underlying evidence?

Example 15

medium
A test gives p=0.30p = 0.30. A student writes 'there is a 30%30\% chance H0H_0 is true.' Correct the interpretation.

Example 16

medium
A left-tailed test Ha:μ<50H_a: \mu < 50 has z=1.28z = -1.28 with P(Z<1.28)0.10P(Z < -1.28) \approx 0.10. With α=0.05\alpha = 0.05, conclude.

Example 17

medium
If H0H_0 is true, what is the distribution of the p-value (for a continuous test statistic)?

Example 18

challenge
Show why, under H0H_0, P(p-valueα)=αP(\text{p-value} \le \alpha) = \alpha, and connect this to the Type I error rate.

Example 19

challenge
A journal publishes only p<0.05p < 0.05 results. Explain why published effect sizes tend to be overstated (the 'winner's curse').

Example 20

challenge
A test statistic has p-value 0.040.04. The researcher then collects more data hoping to 'confirm' significance, stopping when p<0.05p < 0.05 again. Why does this invalidate the p-value?

Example 21

medium
A right-tailed test has z=1.96z = 1.96 with P(Z>1.96)=0.025P(Z > 1.96) = 0.025. Conclude at α=0.05\alpha = 0.05.

Example 22

medium
A two-sided test has z=3z = 3 with P(Z>3)0.0013P(Z > 3) \approx 0.0013. Find the p-value.

Example 23

easy
A right-tailed z-test gives z=1.28z = 1.28. Using P(Z>1.28)=0.10P(Z > 1.28) = 0.10, state the p-value.

Example 24

easy
A two-sided test produces one-tail area 0.0250.025. Find the p-value.

Example 25

easy
With α=0.10\alpha = 0.10 and p=0.07p = 0.07, do we reject H0H_0?

Example 26

easy
Order from strongest to weakest evidence against H0H_0: p=0.4p = 0.4, p=0.001p = 0.001, p=0.05p = 0.05.

Example 27

medium
A two-sided test produces z=1.96z = -1.96 with P(Z<1.96)=0.025P(Z < -1.96) = 0.025. Find the p-value.

Example 28

medium
A study reports p=0.045p = 0.045. A reader claims 'there is a 4.5%4.5\% chance the treatment has no effect.' Why is this wrong?

Example 29

medium
A two-sided test has z=1.5z = 1.5 with P(Z>1.5)=0.0668P(Z > 1.5) = 0.0668. Find the p-value.

Example 30

medium
Two studies test the same drug. Study A: n=1000n = 1000, p=0.001p = 0.001, effect tiny. Study B: n=20n = 20, p=0.20p = 0.20, effect large. Which has more practical significance?

Example 31

medium
What value of α\alpha corresponds to a 99%99\% confidence level?

Example 32

hard
A researcher runs 20 independent tests, all with true H0H_0, at α=0.05\alpha = 0.05 each. Expected number of false positives?

Example 33

hard
Bonferroni correction for kk tests sets the per-test threshold at α/k\alpha/k. For α=0.05\alpha = 0.05 family-wise and k=10k = 10 tests, what is the per-test threshold?

Example 34

hard
A study reports 'no significant difference, p=0.32p = 0.32.' Can we conclude there is no difference between groups?

Example 35

hard
Explain why p-hacking (running many tests until something is significant) inflates the actual Type I error far above the nominal α\alpha.

Background Knowledge

These ideas may be useful before you work through the harder examples.

hypothesis testingprobability