I have PDF of
time variable, and I'd like to create statistical test in order to decide if new data point derived from my distribution.
Say I'm setting a p-value of
alpha. My question is how should I find my "rejection area". Should I search for a
c (cutoff) value which all points' (e.g.,
minutes) densities above this cutoff summarised into (1-
alpha) or should I do the search of this cutoff over the points' probabilities (in that case I'll compute the probability over
Hope my question is clear. Thank you in advance!