Editing P-value (section)

=== Definition ===

The ''p''-value is the probability under the null hypothesis of obtaining a real-valued test statistic at least as extreme as the one obtained. Consider an observed test-statistic <math>t</math> from unknown distribution <math>T</math>. Then the ''p''-value <math>p</math> is what the prior probability would be of observing a test-statistic value at least as "extreme" as <math>t</math> if null hypothesis <math>H_0</math> were true. That is:
* <math>p = \Pr(T \geq t \mid H_0)</math> for a one-sided right-tail test-statistic distribution.
* <math>p = \Pr(T \leq t \mid H_0)</math> for a one-sided left-tail test-statistic distribution.
* <math>p = 2\min\{\Pr(T \geq t \mid H_0),\Pr(T \leq t \mid H_0)\} </math> for a two-sided test-statistic distribution. If the distribution of <math>T</math> is symmetric about zero, then <math>p = \Pr(|T| \geq |t| \mid H_0).</math>