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Suppose that \\({S_k}\\) is an approximation to the identity associated to \\(b\\) and \\(\\mathcal{M}^{(\\beta,\\gamma,b)}\\) is a Banach space consisting of some test functions. For \\(\\frac{n}{n+\\varepsilon}<p\\leq 1\\) and \\(\\omega\\in A_{(n+\\varepsilon)p/n}\\), the weighted Hardy space \\(H^p_{b,\\omega}\\) is defined to be the collection of \\(f\\in (b\\mathcal{M}^{(\\beta,\\gamma,b)})'\\) such that  \\[ \\|f\\|_{H^p_{b,\\omega}}:=\\|g_b(f)\\|_{L^p_{\\omega}}, \\]  where \\(A_{(n+\\varepsilon)p/n}\\) denotes the Muckenhoupt's weight and \\((b\\mathcal{M}^{(\\beta,\\gamma,b)})'\\) denotes the dual space of \\(b\\mathcal{M}^{(\\beta,\\gamma,b)}\\) which is defined by  \\[ b\\mathcal{M}^{(\\beta,\\gamma,b)}=\\{f: f=bg \\;\\mathrm{for }\\;\\mathrm{some} \\;g\\in\\mathcal{M}^{(\\beta,\\gamma,b)}\\}. \\]   Moreover, the authors establish the atomic decomposition and molecular characterization of \\(H^p_{b,\\omega}\\). As application, they prove the boundedness of Calder\u00f3n-Zygmund operators between \\(H^p_{b,\\omega}\\) and classical weighted Hardy space 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