MEPX
Chapter 10 of 13All chapters

Chapter 10 of 13

Hypothesis testing

What a p-value does and does not say.

The logic

Assume nothing is going on, then ask how surprising your data would be under that assumption. A small p-value means the data would be unusual if nothing were going on.

  • It is not the probability that the conclusion is true.
  • It says nothing about the size or importance of an effect.

Significance and size

With a big enough sample, a meaningless difference becomes statistically significant. Always report the effect size and a confidence interval alongside any test.