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Oct 29, 2015 5:12 PM
(6995 views)

What is the underlying equation/algorithm that JMP uses when it calculates p-value?

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The *p*-value is the probability of a quantile in some distribution. One uses the *cumulative distribution function* (CDF) for the distribution model (e.g., normal distribution) to obtain the probability for a given quantile (e.g., data value or sample statistic). The CDF is the definite integral from negative infinity to the quantile x of the distribution *probability density function* (PDF). How these quantiles are used depends on the question and the distribution.

You can use the probability functions in a column formula or in a script window. For example, the lower one-tailed *p*-value for a *t* quantile of -3 with a sample size of 10 is:

t Distribution**(** -3, 9 **)**

**0.00747818195520711**

For example, the *p*-value for the *F* quantile of 4 used in a one-way ANOVA for testing the mean of 3 groups, each with 8 observations is:

1 - F Distribution**(** 4, 2, 21 **)**

**0.0337383327150672**

I hope that this information helps. I can't say more without more details about your question. Why do you want to know the 'equation/algorithm?' How will you use this information?

Learn it once, use it forever!

1 REPLY 1

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The *p*-value is the probability of a quantile in some distribution. One uses the *cumulative distribution function* (CDF) for the distribution model (e.g., normal distribution) to obtain the probability for a given quantile (e.g., data value or sample statistic). The CDF is the definite integral from negative infinity to the quantile x of the distribution *probability density function* (PDF). How these quantiles are used depends on the question and the distribution.

You can use the probability functions in a column formula or in a script window. For example, the lower one-tailed *p*-value for a *t* quantile of -3 with a sample size of 10 is:

t Distribution**(** -3, 9 **)**

**0.00747818195520711**

For example, the *p*-value for the *F* quantile of 4 used in a one-way ANOVA for testing the mean of 3 groups, each with 8 observations is:

1 - F Distribution**(** 4, 2, 21 **)**

**0.0337383327150672**

I hope that this information helps. I can't say more without more details about your question. Why do you want to know the 'equation/algorithm?' How will you use this information?

Learn it once, use it forever!