I have a population in which some have an event A and some other don't. Event A is actually my target class. I also have a set of variables/features for my population which I can use in a modeling (supervised learning) setting. Let's say one of the features/variables is age. What I'd like to find is the impact of age on event A in a very intuitive way. Assume my population size is 2000 and 100 of them have event A and the rest don't. I somehow came up with a cutting point for the age, e.g. less that 40 years old and greater than 40 years old. Here is the distribution of the population:
Have event A don't have event A less that 40 20 100 greater than 40 80 1800
To show the impact of age on event, I do the following : p(have event A| age less than 40) / p(have event A/ age greater than 40) = (20/120) / (80/1880)
However, I'd like to find something like a p-value for this calculation. Howe can I do that?