Test statistic

A standardized value calculated from sample data during a hypothesis test, used to determine whether to reject the null hypothesis. When hypothesis tests compare your observed sample data with what is expected under the null hypothesis, the comparison is based on the test statistic. Values of a test statistic correspond to p-values for the hypothesis test. Therefore, when the data present strong evidence against the assumptions in the null hypothesis, the magnitude of the test statistic becomes large and the test's p-value may become small enough to reject the null hypothesis.

For example, a Z-test uses the Z statistic. Suppose you conduct a two-tailed Z-test with an a-level of 0.05, and obtain a Z-value of 2.5. This Z-value corresponds to a p-value of 0.0124. Because this p-value is less than your chosen a-level, you declare statistical significance and reject the null hypothesis.

Different hypothesis tests use different test statistics, according to the probability model assumed in the null hypothesis. Common tests and their test statistics include: