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<p>Recall that with the <strong><spanclass="math inline">\(Z\)</span>-statistic</strong> we compare a sample to <strong>normally distributed samples</strong> from the same population. Let’s try to understand this visually.</p>
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<p>Say we obtain a sample mean <spanclass="math inline">\(\bar x\)</span> with a <spanclass="math inline">\(Z\)</span>-statistic of <spanclass="math inline">\(1.3\)</span>. This tells us that the sample lies <spanclass="math inline">\(1.3\)</span> times the S.E.M. above <spanclass="math inline">\(\mu\)</span> on the sampling distribution.</p>
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<p>To calculate the <strong>p-value</strong>, we need to consider a particular <strong>hypothesis</strong>. In the case that <spanclass="math inline">\(H_0: \mu = \mu_0\)</span> and <spanclass="math inline">\(H_A: \mu \neq \mu_0\)</span>, then the p-value represents the probability under the <em>null hypothesis</em> of a value at least as extreme, in either the positive or negative direction. In other words, the <strong>two-tailed</strong> area under the curve.</p>
<p>Consider the one-tailed (left) p-value for <spanclass="math inline">\(t=-1.21\)</span> will be <spanclass="math inline">\(0.1225\)</span>.</p>
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<p><strong>QUESTION</strong>: <em>What is the <strong>two-tailed</strong> p-value for <spanclass="math inline">\(t=-1.6\)</span>?</em></p>
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<p><strong>QUESTION</strong>: <em>Would you have concluded something different if you had set out to do a left-sided test? A right-sided test?</em></p>
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