Calculating P-Value of a Z-Score without using Z-Table

Question

I couldn't find any videos or documentation that shows how to calculate p-value of a z-score without using z-table. Isn't it possible or is it that hard?

I know i can use scipy to get that information but how can we calculate without needing them?

score 3 · Answer 1 · answered Sep 09 '19 at 17:27

3

Certainly it's possible. After all, people need to calculate the tables in the first place.

Recall the definition of a $p$ value. Given a value $z$, the $p$ value is defined as the tail probability of the standard normal distribution beyond $z$:

$$ p \equiv \frac{1}{\sqrt{2\pi}}\int_z^\infty e^{-x^2}\,dx. $$

This is an improper integral that needs to be numerically evaluated. Or, more precisely, approximated.

answered Sep 09 '19 at 17:27

Stephan Kolassa

123,354

Stephan thank you. But is there a python code for this equation? I'm not that great with mathematical formulas :) – Don Coder Sep 09 '19 at 17:40
I don't speak Python, sorry. You might want to look through the "Python" and "normal-distribution" tags at SO. Most of which will likely point you at scipy. You might want to post a question there and explain why you don't want to use scipy. – Stephan Kolassa Sep 09 '19 at 18:22
@Don Coder: two-sided test scipy.stats.norm.sf(z)*2; one-sided test: scipy.stats.norm.sf(z) (Stephan's answer) – user4624500 Jan 19 '22 at 08:03

Calculating P-Value of a Z-Score without using Z-Table

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