In the plots above we see the density plot for the statistic T. As detailed in the main text we have performed an experiment for which the statistic T has value t (which can be seen in the plot), then the p-value for such a test is the green area (the area after t). Now at the left side, we see an example where we have chosen a level of significance (the area of the blue region, which is the area after c) greater than p, hence t is greater than our threshold value c. On the right we see an example where we have chosen a level of significance less than p, hence the value t is less than our threshold value c. Note that in some regions the two colors overlap.