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How to Calculate the P-Value of a Z-Score in R

Often in statistics weâ€™re interested in determining the p-value associated with a certain z-score that results from a hypothesis test. If this p-value is below some significance level, we can reject the null hypothesis of our hypothesis test.

To find the p-value associated with a z-score in R, we can use the pnorm() function, which uses the following syntax:

pnorm(q, mean = 0, sd = 1, lower.tail = TRUE)

where:

• q:Â The z-score
• mean:Â The mean of the normal distribution. Default is 0.
• sd:Â The standard deviation of the normal distribution. Default is 1.
• lower.tail:Â IfÂ TRUE, the probability to the left ofÂ qÂ in the normal distribution is returned. If FALSE, the probability to the right isÂ returned. Default is TRUE.

The following examples illustrate how to find the p-value associated with a z-score for a left-tailed test, right-tailed test, and a two-tailed test.

Left-tailed test

Suppose we want to find the p-value associated with a z-score of -0.77 in a left-tailed hypothesis test.

```#find p-value
pnorm(q=-0.77, lower.tail=TRUE)

[1] 0.2206499
```

The p-value is 0.2206. If we use a significance level ofÂ Î± = 0.05, we would fail to reject the null hypothesis of our hypothesis test because this p-value is not less than 0.05.

Right-tailed test

Suppose we want to find the p-value associated with a z-score of 1.87 in a right-tailed hypothesis test.

```#find p-value
pnorm(q=1.87, lower.tail=FALSE)

[1] 0.03074191
```

The p-value is 0.0307. If we use a significance level ofÂ Î± = 0.05, we would reject the null hypothesis of our hypothesis test because this p-value is less than 0.05.

Two-tailed test

Suppose we want to find the p-value associated with a z-score of 1.24Â in a two-tailed hypothesis test.

```#find p-value for two-tailed test
2*pnorm(q=1.24, lower.tail=FALSE)

[1] 0.2149754
```

To find this two-tailed p-value we simply multiplied the one-tailed p-value by two.

The p-value is 0.2149. If we use a significance level ofÂ Î± = 0.05, we would fail to reject the null hypothesis of our hypothesis test because this p-value is not less than 0.05.

Related:Â You can also use this online Z Score to P Value Calculator to find p-values.