The example in the previous section was an instance of a one-tailed test where the null hypothesis is rejected or accepted based on one direction of the normal distribution.
In a two-tailed test, both the tails of the null hypothesis are used to test the hypothesis.
In a two-tailed test, when a significance level of 5% is used, then it is distributed equally in the both directions, that is, 2.5% of it in one direction and 2.5% in the other direction.
Let's understand this with an example. The mean score of the mathematics exam at a national level is 60 marks and the standard deviation is 3 marks.
The mean marks of a class are 53. The null hypothesis is that the mean marks of the class are similar to the national average. Let's test this hypothesis by first getting the z-score 60:
>>> zscore = ( 53 - 60 ) / 3.0 >>> zscore -2.3333333333333335
The p-value would be:
>>> prob = stats.norm.cdf(zscore) >>> prob 0.0098153286286453336...