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Understanding the Rejection Region and P-Value in Hypothesis Testing

The rejection region of a statistical hypothesis test denotes the range of values that lead to rejecting the null hypothesis when the test statistic falls within this area. The p-value represents the probability of achieving a result as extreme as the observed test statistic. In right-tailed tests, the p-value is the area to the right of the test statistic, while in left-tailed tests, it's to the left. For two-tailed tests, the p-value is twice the area in one tail. You reject the null hypothesis if the p-value is less than or equal to the significance level alpha.

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Understanding the Rejection Region and P-Value in Hypothesis Testing

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  1. Rejection Rejion The rejiection rejion of a statistical hypothesis test is the range of numbers that will lead us to reject the null hypothesis in case the test statistic falls in this region.

  2. P-value • The p-value is the probability of obtaining a result as

  3. P-Value • In a right-tailed test, the p-value is the area to the right of the test statistic

  4. P-value • In a left-tailed test, the p-value is the area to the left of the test statistic

  5. P-value • In a two-tailed test, the p-value is twice the area to the right of a positive test statistic or to the left of a negative test statistic.

  6. For a given level of significance alpha, rejiect the null hypothesis if and only if Alpha>=p-value.

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