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Statistics / Unit 9: Hypothesis Testing Basics

9.2 P-Values

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Notes

A p-value is the probability of getting a result at least as extreme as the one observed, assuming $H_0$ is true.

  • A small p-value means the data would be unlikely if $H_0$ were true, which is evidence against $H_0$.
  • A large p-value means the data are consistent with $H_0$.
  • The p-value is NOT the probability that $H_0$ is true.
  • Example: $p\text{-value} = 0.03$ means that if $H_0$ were true, there would be only a $3\%$ chance of results this extreme or more.

Practice

Which p-value gives the strongest evidence against $H_0$?
A test gives a p-value of $0.03$. Which is the correct interpretation?
A p-value is defined as the probability of:

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