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I'm studying the second course in statistics, and now I have a problem to understand $P$-values. Namely, one exercise is the following.

When testing hypothesis $H_0:\mu=\mu_0$ one gets the value of test statistic $z=1.7$. Determine the $P$-value for the alternative hypothesis $H_A:\mu>\mu_0$.

Is it that I have to calculate the $P$-value from $N(0,1)$-distribution or is there some other distribution in the background?

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    $\begingroup$ This sounds like homework so I will add the homework tag. You can delete it if I am mistaken. $\endgroup$
    – Peter Flom
    Commented Nov 25, 2012 at 13:18
  • $\begingroup$ @PeterFlom It is indeed a homework. $\endgroup$
    – Jaakko Seppälä
    Commented Nov 25, 2012 at 20:10

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You are on the right track; think about what the z-statistic means. I am not sure what you mean by "count the p-value" but that may be just a linguistic problem.

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  • $\begingroup$ So my problem is that in my lecture notes the example are from normal distribution. But as that is not said explicitly in the problem, should I assume that we test the hypothesis from $N(0,1)$-distribution? Probably I should try to find some lecture notes where P-values are defined more rigorously. $\endgroup$
    – Jaakko Seppälä
    Commented Nov 25, 2012 at 16:19
  • $\begingroup$ If the statistic is a z-value you can assume their discussion a normal distribution. Z-values are derived from the standard normal distribution. $\endgroup$
    – John
    Commented Nov 25, 2012 at 18:16
  • $\begingroup$ @JaakkoSeppälä Does the first sentence of the wikipedia article on p-values (which correctly defines the term) help you? $\endgroup$
    – Glen_b
    Commented Nov 25, 2012 at 23:33
  • $\begingroup$ @Glen_b Yes it helps. John's comment was helpful as now I know that the values are derived from the standard normal distribution. $\endgroup$
    – Jaakko Seppälä
    Commented Nov 27, 2012 at 12:25

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