Statistical Applets: Statistical Significance for one Proportion
This applet illustrates statistical tests with a fixed level of significance for a population proportion, p. The mechanics are different for other tests, but the concepts are essentially the same.
The Normal distribution shows the sampling distribution of p̂ when your null hypothesis is true and the sample size is the one you chose. The yellow area under the curve represents values of p̂ that are significant at level α. This area is equal to α.