What is a critical value? (February 22, 2008).

Someone wrote in asking about the difference between a p-value and a critical value. I define a p-value on my web pages already. The critical value is typically a percentile from a particular distribution or some function of that percentile that a statistic is compared to. So, for example, a Z-statistic is often compared to the value of plus/minus 1.96. The plus/minus 1.96 is the critical value and it represents the 2.5%ile and 97.5%ile of a standard normal distribution.

This webpage was written by Steve Simon and was last modified on 2008-07-08. Send feedback to ssimon at cmh dot edu or click on the email link at the top of the page. Category: Hypothesis testing