The p-value in statistics quantifies the evidence against a null hypothesis. A low p-value suggests data is inconsistent with the null, potentially favoring an alternative hypothesis. Common significance thresholds are 0.05 or 0.01.
Hypothesis testing
When you perform a statistical test, a p-value helps you determine the significance of your results in relation to the null hypothesis.
The null hypothesis (H0) states no relationship exists between the two variables being studied (one variable does not affect the other). It states the results are due to chance and are not significant in supporting the idea being investigated. Thus, the null hypothesis assumes that whatever you try to prove did not happen.
The alternative hypothesis (Ha or H1) is the one you would believe if the null hypothesis is concluded to be untrue.
The alternative hypothesis states that the independent variable affected the dependent variable, and the results are significant in supporting the theory being investigated (i.e., the results are not due to random chance).
What a p-value tells you
A p-value, or probability value, is a number describing how likely it is that your data would have occurred by random chance (i.e., that the null hypothesis is true).
The level of statistical significance is often expressed as a p-valuebetween 0 and 1.
The smaller the p-value, the less likely the results occurred by random chance, and the stronger the evidence that you should reject the null hypothesis.
Remember, a p-value doesn’t tell you if the null hypothesis is true or false. It just tells you how likely you’d see the data you observed (or more extreme data) if the null hypothesis was true. It’s a piece of evidence, not a definitive proof.
Example: Test Statistic and p-Value
Suppose you’re conducting a study to determine whether a new drug has an effect on pain relief compared to a placebo.
See Alsop-value Calculator | Formula | InterpretationThe p value – definition and interpretation of p-values in statisticsP-Value (Definition, Formula, Table & Example) | Significant P-ValueCerfa auto-entrepreneur P0 : comment le compléter ?If the new drug has no impact, your test statistic will be close to the one predicted by the null hypothesis (no difference between the drug and placebo groups), and the resulting p-value will be close to 1. It may not be precisely 1 because real-world variations may exist.
Conversely, if the new drug indeed reduces pain significantly, your test statistic will diverge further from what’s expected under the null hypothesis, and the p-value will decrease.
The p-value will never reach zero because there’s always a slim possibility, though highly improbable, that the observed results occurred by random chance.
P-value interpretation
The significance level (alpha) is a set probability threshold (often 0.05), while the p-value is the probability you calculate based on your study or analysis.
A p-valueless than or equal to your significance level (typically ≤ 0.05) is statistically significant.
A p-value less than or equal to a predetermined significance level (often 0.05 or 0.01) indicates a statistically significant result, meaning the observed data provide strong evidence against the null hypothesis.
This suggests the effect under study likely represents a real relationship rather than just random chance.
For instance, if you set α = 0.05, you would reject the null hypothesis if your p-value ≤ 0.05.
It indicates strong evidence against the null hypothesis, as there is less than a 5% probability the null is correct (and the results are random).
Therefore, we reject the null hypothesis and accept the alternative hypothesis.
Example: Statistical Significance
Upon analyzing the pain relief effects of the new drug compared to the placebo, the computed p-value is less than 0.01, which falls well below the predetermined alpha value of 0.05.
Consequently, you conclude that there is a statistically significant difference in pain relief between the new drug and the placebo.
What does a p-value of 0.001 mean?
A p-value of 0.001 is highly statistically significant beyond the commonly used 0.05 threshold. It indicates strong evidence of a real effect or difference, rather than just random variation.
Specifically, a p-value of 0.001 means there is only a 0.1% chance of obtaining a result at least as extreme as the one observed, assuming the null hypothesis is correct.
Such a small p-value provides strong evidence against the null hypothesis, leading to rejecting the null in favor of the alternative hypothesis.
A p-value more than the significance level (typically p > 0.05) is not statistically significant and indicates strong evidence for the null hypothesis.
This means we retain the null hypothesis and reject the alternative hypothesis. You should note that you cannot accept the null hypothesis; we can only reject it or fail to reject it.
Note: when the p-value is above your threshold of significance,it does not mean that there is a 95% probability that the alternative hypothesis is true.
One-Tailed Test
Two-Tailed Test
How do you calculate the p-value?
Most statistical software packages like R, SPSS, and others automatically calculate your p-value. This is the easiest and most common way.
Online resources and tables are available to estimate the p-value based on your test statistic and degrees of freedom.
These tables help you understand how often you would expect to see your test statistic under the null hypothesis.
Understanding the Statistical Test:
Different statistical tests are designed to answer specific research questions or hypotheses. Each test has its own underlying assumptions and characteristics.
For example, you might use a t-test to compare means, a chi-squared test for categorical data, or a correlation test to measure the strength of a relationship between variables.
Be aware that the number of independent variables you include in your analysis can influence the magnitude of the test statistic needed to produce the same p-value.
This factor is particularly important to consider when comparing results across different analyses.
Example: Choosing a Statistical Test
If you’re comparing the effectiveness of just two different drugs in pain relief, a two-sample t-test is a suitable choice for comparing these two groups. However, when you’re examining the impact of three or more drugs, it’s more appropriate to employ an Analysis of Variance (ANOVA).
Utilizing multiple pairwise comparisons in such cases can lead to artificially low p-values and an overestimation of the significance of differences between the drug groups.
How to report
A statistically significant result cannot prove that a research hypothesis is correct (which implies 100% certainty).
Instead, we may state our results “provide support for” or “give evidence for” our research hypothesis (as there is still a slight probability that the results occurred by chance and the null hypothesis was correct – e.g., less than 5%).
Example: Reporting the results
In our comparison of the pain relief effects of the new drug and the placebo, we observed that participants in the drug group experienced a significant reduction in pain (M = 3.5; SD = 0.8) compared to those in the placebo group (M = 5.2; SD= 0.7), resulting in an average difference of 1.7 points on the pain scale (t(98) = -9.36; p < 0.001).
APA Style
The 6th edition of the APA style manual (American Psychological Association, 2010) states the following on the topic of reporting p-values:
“When reporting p values, report exact p values (e.g., p = .031) to two or three decimal places. However, report p values less than .001 as p < .001.
The tradition of reporting p values in the form p < .10, p < .05, p < .01, and so forth, was appropriate in a time when only limited tables of critical values were available.” (p. 114)
Note:
- Do not use 0 before the decimal point for the statistical value p as it cannot equal 1. In other words, write p = .001 instead of p = 0.001.
- Please pay attention to issues of italics (p is always italicized) and spacing (either side of the = sign).
- p = .000 (as outputted by some statistical packages such as SPSS) is impossible and should be written as p < .001.
- The opposite of significant is “nonsignificant,” not “insignificant.”
Why is the p-value not enough?
A lower p-valueis sometimes interpreted as meaning there is a stronger relationship between two variables.
However, statistical significance means that it is unlikely that the null hypothesis is true (less than 5%).
To understand the strength of the difference between the two groups (control vs. experimental) a researcher needs to calculate the effect size.
