F-distributed (Fisher-Snedecor distribution), usually used in analysis of variance (ANOVA).X 2-distributed ( Chi square distribution, often used in goodness-of-fit tests, but also for tests of homogeneity or independence).T-distributed (Student's T distribution, usually appropriate for small sample sizes, equivalent to the normal for sample sizes over 30).Z-distributed (normally distributed, e.g.Our critical value calculator supports statistics which are either: Then you need to know the shape of the error distribution of the statistic of interest (not to be mistaken with the distribution of the underlying data!). For example, 95% significance results in a probability of 100%-95% = 5% = 0.05. If you know the significance level in percentages, simply subtract it from 100%. You need to know the desired error probability ( p-value threshold, common values are 0.05, 0.01, 0.001) corresponding to the significance level of the test. ![]() significance test, statistical significance test), determining the value of the test statistic corresponding to the desired significance level is necessary. If you want to perform a statistical test of significance (a.k.a.
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