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S3 Topic 3: Estimation, confidence intervals and tests
Critical values and regions backmore
When carrying out a hypothesis test, the result will depend on whether or not the test statistic falls into the critical region or regions. The critical regions are determined by critical values, which are themselves determined by the level of test or significance level.

A two-tailed test
Suppose you are to do a two-tailed, 10% level of test. This means that the blue area should be 10% of the total area under the normal curve, and therefore that the probability of a random variable from the distribution being between -z and z will be 0.90. The value of z can be found. This value is called a critical value. Use the display below to find z. Find z for a 5% level of test, 2.5% level of test and 1% level of test.
normal
A one-tailed test
Suppose you are to do a one-tailed, 10% level of test. This means that the blue area should be 90% of the total area under the normal curve, and therefore that the Probability of a random variable from the distribution being less than z will be 0.90. The value of z can be found. This value is called a critical value. Use the display below to find z. Find z for a 5% level of test, 2.5% level of test and 1% level of test.
normal

normal normal normal
One-tailed One-tailed Two-tailed
probability
z value


Summary of critical values
  10% 5% 2.5% 1%
two-tailed ±1.645 ±1.96 ±2.241 ±2.576
one-tailed 1.282 1.645 1.96 2.326
It is essential that you know how to find these values from the book of statistical tables that will be available to you in your examinations.
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