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.