When testing we have two hypothesis H o (null hypothesis) and H a (alternative) We do experiment and calculate the value of the

test statistics. Computer packages usually calculate the corresponding P-value. Decision : if P-value less than significance level we reject the null hypothesis If P- value bigger than significance level we do not reject the null hypothesis. The P-value, which directly depends on a given sample, attempts to provide a measure of the strength of the results of a test, in contrast to a simple reject or do not reject. If the null hypothesis is true and the chance of random variation is the only reason for sample differences, then the P-value is a quantitative measure to feed into the decision making process as evidence. The following table provides a reasonable interpretation of P-values: P-value P< 0.01 0.010< P < 0.05 0.05 < P < 0.10 0.10 < P Interpretation very strong evidence against H o (reject H o ) moderate evidence against H o Moderate support for H o Strong support for H o

This interpretation is widely accepted, and many scientific journals routinely publish papers using this interpretation for the result of test of hypothesis. For the fixed-sample size, when the number of realizations is decided in advance, the distribution of p is uniform (assuming the null hypothesis). We would express this as P(p x) = x. That means the criterion of p <0.05 achieves of 0.05. When a p-value is associated with a set of data, it is a measure of the probability that the data could have arisen as a random sample from some population described by the statistical (testing) model. A p-value is a measure of how much evidence you have against the null hypothesis. The smaller the p-value, the more evidence you have. One may combine the p-value with the significance level to make decision on a given test of hypothesis. In such a case, if the pvalue is less than some threshold (usually .05, sometimes a bit larger like 0.1 or a bit smaller like .01) then you reject the null hypothesis.Understand that the interpretation of p-values is the same for all tests, and thus does not depend on a particular form of the statistical test. In a statistical hypothesis test, the P value is the probability of observing a test statistic at least as extreme as the value actually observed, assuming that the null hypothesis is true. The value of p is defined with respect to a distribution. Therefore, we could call it "model-distributional hypothesis" rather than "the null hypothesis". In short, it simply means that if the null had been true, the p value is the probability against the null in that case. The p-value is determined by the observed value, however, this makes it difficult to even state the inverse of p.