P Value Table Z ScoreWiki info
Since the value of that defines the left tail or right tail event is a random variable, this makes the p-value a function of ... Read more and a random variable in itself defined uniformly over interval, assuming is continuous. Thus, the p-value is not fixed. This implies that p-value cannot be given a frequency counting interpretation since the probability has to be fixed for the frequency counting interpretation to hold. In other words, if a same test is repeated independently bearing upon the same overall null hypothesis, it will yield different p-values at every repetition. Nevertheless, these different p-values can be combined using Fisher's combined probability test. It should further be noted that an instantiation of this random p-value can still be given a frequency counting interpretation with respect to the number of observations taken during a given test, as per the definition, as the percentage of observations more extreme than the one observed under the assumption that the null hypothesis is true. Lastly, the fixed pre-defined level can be interpreted as the rate of falsely rejecting the null hypothesis (or type I error), since .Read less
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