Math calculator

Free p-value calculator

Calculate the p-value from a z-score or t-statistic — enter your test statistic and pick one-tailed or two-tailed to see the probability, updated live, as you type.

InputsLive
Z-score
z = 1.96 gives p ≈ 0.05; z = 2.576 gives p ≈ 0.01.
Result
P-value (two-tailed)
0.049996
z = 1.96 → p = 0.049996
Z-score1.96
P-value0.049996
Sig. at α=0.05?Yes
Sig. at α=0.01?No

Two-tailed p-value from z-test. Uses approximation of the standard normal CDF.

Results are estimates. Consult a professional.

How it's calculated

How the p-value calculator works

A p-value is the probability of observing a test statistic at least as extreme as the one measured, assuming the null hypothesis (H₀) is true. The smaller the p-value, the stronger the evidence against H₀. This calculator computes p-values for z-tests and t-tests in one-tailed or two-tailed form.

p-value = P(test statistic ≥ observed | H₀ true)
Two-tailed z-test: p = 2 × (1 Φ(|z|))
One-tailed z-test: p = 1 Φ(z) [right tail] or p = Φ(z) [left tail]
Decision rule: reject H₀ if p < α (α = 0.05 is the conventional threshold)
NIST/SEMATECH e-Handbook — Hypothesis Testing
Example

Worked example: two-tailed z-test

Example: z-score = 2.5, α = 0.05

A researcher tests whether a new drug changes blood pressure. The computed z-score is 2.5. Using a two-tailed test at α = 0.05, should they reject the null hypothesis?

Φ(2.5) = 0.9938 (area to the left of z = 2.5)
1 Φ(2.5) = 0.0062 (right-tail area)
p = 2 × 0.0062 = 0.0124 (two-tailed)
p = 0.0124
Since 0.0124 < 0.05, the result is statistically significant at the 5% level — reject H₀. The evidence suggests the drug does affect blood pressure.
Quick reference

Z-scores and p-values for common significance levels

This table shows the critical z-scores and corresponding two-tailed p-values for the significance levels researchers most often use.

Significance level (α)Critical z-score (two-tailed)p-value at critical z
0.10 (10%)±1.6450.1000
0.05 (5%)±1.9600.0500
0.01 (1%)±2.5760.0100
0.001 (0.1%)±3.2910.0010

Source: Standard normal distribution tables. Two-tailed p-values shown; halve for one-tailed tests.

Practical tips

Tips for using p-values correctly

P-values are widely used but frequently misunderstood. These tips help you interpret and report them accurately.

  • p < α does not prove the effect is large — statistical significance and practical significance are different things; always report effect size alongside the p-value.
  • Decide on α before running the test — choosing a threshold after seeing the data (p-hacking) inflates the false-positive rate; 0.05 is conventional but not sacred.
  • One-tailed vs. two-tailed — use a one-tailed test only when you have a strong prior reason to expect the effect in one direction; two-tailed is the safer default.
  • p > α does not prove H₀ is true — a non-significant result means insufficient evidence to reject H₀, not proof that no effect exists.
  • Sample size matters — with very large samples, tiny and practically meaningless differences become statistically significant; with small samples, real effects may not reach significance.
Accuracy & limits

Accuracy and limitations

P-values computed here assume the test statistic follows a standard normal (z) or t-distribution. The validity of those assumptions depends on your data: the z-test requires either a known population standard deviation or a large sample (n ≥ 30 by the central limit theorem). For small samples with unknown variance, use the t-distribution. This calculator does not account for multiple comparisons — if you run many tests simultaneously, apply a correction such as Bonferroni or Benjamini-Hochberg to control the family-wise error rate.

Glossary

Key terms

The default assumption being tested — typically that there is no effect or no difference between groups.
The claim you are trying to find evidence for — that an effect exists or that groups differ.
The probability of getting a test statistic as extreme as observed if H₀ is true. A small p-value is evidence against H₀.
The threshold below which you reject H₀. Commonly set at 0.05 (5%) before the test is run.
The number of standard deviations an observation is from the mean. The test statistic for a z-test.
Cumulative distribution function — the probability that a random variable is less than or equal to a given value.
About

About this calculator

Part of our math calculators suite — explore all calculators.

Questions

Frequently asked questions about the free p-value calculator

A P-value calculator is a free online tool that helps you calculate two-tailed p-value from a z-score. Standard normal distribution. It runs entirely in your browser with instant results and no sign-up.
JavaScript double-precision floating-point — accurate to about 15-17 significant digits. For arbitrary precision, use the Big Number calculator.
The statistics calculator computes population variance (divides by n). For sample variance, multiply variance by n/(n-1).

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