Normal Distribution P Value Calculator

Test left, right, or two tails using flexible normal inputs. See charts, exports, and decisions. Built for reliable statistical checks and clearer evidence today.

Calculator Inputs

Formula Used

1) Standardization from a raw value:
z = (x - μ) / σ

2) Z-test for a sample mean:
z = (x̄ - μ₀) / (σ / √n)

3) Tail probabilities from the standard normal distribution:
Left-tail p = Φ(z)
Right-tail p = 1 - Φ(z)
Two-tail p = 2 × min[Φ(z), 1 - Φ(z)]

4) Decision rule:
Reject the null hypothesis when p ≤ α.

This calculator assumes a normal model or a normal sampling distribution. The sample mean mode uses a z-based procedure with a known population standard deviation.

How to Use This Calculator

  1. Choose a calculation mode based on your available inputs.
  2. Select the correct tail type for your hypothesis.
  3. Enter the significance level, usually 0.05 or 0.01.
  4. Provide the needed values for the chosen mode.
  5. Press Calculate p-value to display the result above the form.
  6. Review the p-value, z-score, critical rule, and final decision.
  7. Use the graph to see the shaded probability region.
  8. Download the result as CSV or PDF when needed.

Example Data Table

Scenario Mode Inputs Tail Z-score P-value Decision at α = 0.05
Benchmark z case Direct z-score z = 1.96 Two-tailed 1.9600 0.0500 Borderline significance
High observation Raw value x = 72, μ = 65, σ = 4 Right-tailed 1.7500 0.0401 Reject null
Low observation Raw value x = 58, μ = 60, σ = 5 Left-tailed -0.4000 0.3446 Fail to reject
Sample mean test Sample mean x̄ = 104, μ₀ = 100, σ = 12, n = 36 Two-tailed 2.0000 0.0455 Reject null
Strong upper-tail signal Sample mean x̄ = 51.5, μ₀ = 50, σ = 3, n = 25 Right-tailed 2.5000 0.0062 Reject null

FAQs

1) What does the p-value show?

It measures how extreme your observed result is under the null hypothesis. Smaller values indicate stronger evidence against the null assumption.

2) When should I choose a left-tailed test?

Choose left-tailed when your alternative hypothesis claims the value is smaller than the null benchmark, such as μ < μ₀.

3) When should I use a two-tailed test?

Use two-tailed when deviations in either direction matter. It tests whether the observed value is significantly different, not just higher or lower.

4) What is the difference between raw mode and sample mean mode?

Raw mode converts one observation into a z-score. Sample mean mode tests an average using the sampling distribution and sample size.

5) Does this calculator use a z-test or t-test?

It uses z-based normal calculations. The sample mean mode assumes the population standard deviation is known or the normal model is appropriate.

6) What does α represent?

Alpha is the significance level. It is the threshold used to compare the p-value and make the final reject or fail-to-reject decision.

7) Why does the graph shade only part of the curve?

The shaded area represents the probability region tied to your selected hypothesis tail and observed statistic. That shaded area equals the p-value.

8) Can I export the results?

Yes. After calculation, use the CSV button for tabular output or the PDF button for a shareable report snapshot.

Related Calculators

standard normal distribution calculatornormal distribution probability calculatorinverse normal distribution calculatornormal pdf calculatortwo sample z test calculatornormal cdf calculatornormal curve area calculatornormal distribution area calculatorz score probability calculatornormal approximation calculator

Important Note: All the Calculators listed in this site are for educational purpose only and we do not guarentee the accuracy of results. Please do consult with other sources as well.