I understand that in a two-tailed hypothesis test, we must multiply the p-value by two.
i.e. if z=1.95 and it's a one-tailed hypothesis test, our p-value is 0.0256. But, if it's a two-tailed hypothesis test and z=1.95, we must multiply the p-value of 0.0256 by two. Hence, the correct p-value is 0.0512 for the two-tailed hypothesis test.
I can draw it out on the standard normal curve and I understand that we must multiply the p-value by two. But, my question is why we have to multiply by two. What is the conceptual idea behind it?