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The rejection region for a hypothesis is the set of values such that if the null hypothesis is true, then the probability of observing a value for the test statistic (the z-score) for a random variable that may be assumed to have a Normal distribution, is at least as great as the value actually observed is less than by chance. The latter is an arbitrarily selected value called the p-value - often 5% or 1%.

Note that z-scores may be used only if the random variable is approximately Normally distributed - not otherwise.

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Q: What is the rejection region and how does it relate to Z score and the p value?
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