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H0: μ- μ = 0
and the value of the statistic M1- M2 were +5, then the probability of
M1- M2 differing from zero by five or more (in either direction) would
be computed. In other words, probability value would be the
probability that either M1- M2 ≥ 5 or M1- M2 ≤ -5.
The shaded area in the figure is greater than five. The figure shows
that the one-tailed probability is 0.036.