Wolfram Function Repository

Instant-use add-on functions for the Wolfram Language

Function Repository Resource:

 TwoSidedPValue

Source Notebook

Find the probability of the absolute value of the test statistic being at least as extreme as the given value

Contributed by: Wolfram Research

ResourceFunction["TwoSidedPValue"][x]

gives the two-sided cumulative density beyond x for a normal distribution with zero mean and unit variance.

Details and Options

The one-sided p-value is CDF[NormalDistribution[0,1],x] for x<0 and 1-CDF[NormalDistribution[0,1],x] for x≥0.
The two-sided p-value is twice the one-sided p-value.

Examples

Basic Examples (1) 

The two-sided p-value for -2:

In[1]:=
ResourceFunction["TwoSidedPValue"][-2.]
Out[1]=

Requirements

Wolfram Language 11.3 (March 2018) or above

Version History

  • 1.0.0 – 03 May 2019

Related Resources

License Information