Tail Probability

Define $T$ as the set of all points $t$ with probabilities $P(x)$ such that $a>t \Rightarrow P(a\leq x\leq a+da)< P_0$ or $a<t\Rightarrow P(a\leq x\leq a+da)<P_0$, where $P_0$ is a Point Probability (often, the likelihood of an observed event). Then the associated tail probability is given by $\int_T P(x)\,dx$.

See also P-Value, Point Probability