p-value

Created
Created
2023 Jun 6 7:47
Editor
Creator
Creator
Seonglae Cho
Edited
Edited
2025 Mar 13 17:19
Refs
Refs
T test

Probability of
Null Hypothesis
being true

If p is less than a threshold α\alpha, reject
Null Hypothesis
notion image
The p-value represents the probability of obtaining
Test statistic
at least as extreme as the observed results, assuming that the null hypothesis is true.

Key Concepts

  • Test Statistics and Null Hypothesis
    • Most test statistics are calculated under the assumption of a null hypothesis
    • For example, when comparing two sample means, we assume both samples come from the same population
  • Statistical Significance
    • Commonly uses a 5% threshold - if p-value < 0.05, we consider the difference significant
    • Tests whether the differences between sample groups are statistically meaningful

Important Considerations

The p-value incorporates both effect size and sample size (n) information. This means that even samples from the same population might show p-values below 0.05 due to large sample sizes. Therefore, it's crucial not to rely solely on p-values for decision-making.
P-values are specifically related to the
T test
and help determine the statistical significance of observed differences between groups.
 
 
 
 
 
 
 

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