Hypothesis testing

What is p-value?

  • The p-value is the probability of getting the observed value of the test statistic, or a value with even greater evidence against H0, if the null hypothesis is actually true.
  • = A measure of the strength of the evidence against the null hypothesis
  • The smaller the p-value, the greater the evidence against the null hypothesis

 

1224px-p-value_in_statistical_significance_testing-svg

Rough guideline:

  • p < 0.01: Very strong evidence against H0
  • 0.01 < p < 0.05: Strong evidence against H0
  • 0.05 < p < 0.10: Some weak  evidence against H0
  • p > 0.10: Little or no evidence against Ho

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