Data Science and Statistics

P-Value, explained

A p-value measures how surprising observed data would be if a specified null hypothesis were true.
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Part of the Semantic Notion technical glossary.

Short Definition

A p-value measures how surprising observed data would be if a specified null hypothesis were true.

Intuition

A small p-value says the data would be unusual under the null model, not that your hypothesis is automatically true.

Technical Definition

The p-value is the probability, under the null hypothesis, of observing a test statistic at least as extreme as the one observed.

Example

An experiment may report p = 0.03 for a difference in conversion rates under a no-difference null hypothesis.

Common Misunderstandings

A p-value is not the probability the null hypothesis is true.
Statistical significance is not practical significance.

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