Define 
as the set of all points 
with probabilities 
such that 
or 
, where 
is a point probability
(often, the likelihood of an observed event). Then the associated tail probability
is given by 
.
Tail Probability
See also
P-Value, Point ProbabilityExplore with Wolfram|Alpha
Cite this as:
Weisstein, Eric W. "Tail Probability." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/TailProbability.html