P-value from Chi sq test statistic in Python
I have computed a test statistic that is distributed as a chi square with 1 degree of freedom, and want to find out what P-value this corresponds to using python.
I'm a python and maths/stats newbie so I think what I want here is the probability denisty function for the chi2 distribution from SciPy. However, when I use this like so:
from scipy import stats
stats.chi2.pdf(3.84 , 1)
0.029846
However some googling and talking to some colleagues who know maths but not python have said it should be 0.05.
Any ideas? Cheers, Davy
Answer
Quick refresher here:
Probability Density Function: think of it as a point value; how dense is the probability at a given point?
Cumulative Distribution Function: this is the mass of probability of the function up to a given point; what percentage of the distribution lies on one side of this point?
In your case, you took the PDF, for which you got the correct answer. If you try 1 - CDF:
>>> 1 - stats.chi2.cdf(3.84, 1)
0.050043521248705147