Statistical

significance

In statistical hypothesis testing,[1][2] a

result has statistical significance when it
is very unlikely to have occurred given the
null hypothesis.[3] More precisely, a study's
defined significance level, α, is the
probability of the study rejecting the null
hypothesis, given that it were true;[4] and
the p-value of a result, p, is the probability
of obtaining a result at least as extreme,
given that the null hypothesis were true.
The result is statistically significant, by
the standards of the study, when
p < α.[5][6][7][8][9][10][11] The significance level
for a study is chosen before data
collection, and typically set to 5%[12] or
much lower, depending on the field of
study.[13]

In any experiment or observation that

involves drawing a sample from a
population, there is always the possibility
that an observed effect would have
occurred due to sampling error
alone.[14][15] But if the p-value of an
observed effect is less than the
significance level, an investigator may
conclude that the effect reflects the
characteristics of the whole population,[1]
thereby rejecting the null hypothesis.[16]

This technique for testing the statistical

significance of results was developed in
the early 20th century. The term
significance does not imply importance
here, and the term statistical significance is
not the same as research, theoretical, or
practical significance.[1][2][17] For example,
the term clinical significance refers to the
practical importance of a treatment effect.

History
Statistical significance dates to the 1700s,
in the work of John Arbuthnot and Pierre-
Simon Laplace, who computed the p-value
for the human sex ratio at birth, assuming
a null hypothesis of equal probability of
male and female births; see p-value
§ History for details.[18][19][20][21][22][23][24]

In 1925, Ronald Fisher advanced the idea

of statistical hypothesis testing, which he
called "tests of significance", in his
publication Statistical Methods for
Research Workers.[25][26][27] Fisher
suggested a probability of one in twenty
(0.05) as a convenient cutoff level to reject
the null hypothesis.[28] In a 1933 paper,
Jerzy Neyman and Egon Pearson called
this cutoff the significance level, which
they named α. They recommended that α
be set ahead of time, prior to any data
collection.[28][29]

Despite his initial suggestion of 0.05 as a

significance level, Fisher did not intend
this cutoff value to be fixed. In his 1956
publication Statistical methods and
scientific inference, he recommended that
significance levels be set according to
specific circumstances.[28]

Related concepts
The significance level α is the threshold for
p below which the experimenter assumes
the null hypothesis is false, and something
else is going on. This means α is also the
probability of mistakenly rejecting the null
hypothesis, if the null hypothesis is true.[4]

Sometimes researchers talk about the

confidence level γ = (1 − α) instead. This is
the probability of not rejecting the null
hypothesis given that it is true.[30][31]
Confidence levels and confidence intervals
were introduced by Neyman in 1937.[32]

Role in statistical hypothesis

testing
In a two-tailed test, the rejection region for a
significance level of α=0.05 is partitioned to both ends
of the sampling distribution and makes up 5% of the
area under the curve (white areas).

Statistical significance plays a pivotal role

in statistical hypothesis testing. It is used
to determine whether the null hypothesis
should be rejected or retained. The null
hypothesis is the default assumption that
nothing happened or changed.[33] For the
null hypothesis to be rejected, an observed
result has to be statistically significant, i.e.
the observed p-value is less than the pre-
specified significance level.

To determine whether a result is

statistically significant, a researcher
calculates a p-value, which is the
probability of observing an effect of the
same magnitude or more extreme given
that the null hypothesis is true.[11] The null
hypothesis is rejected if the p-value is less
than a predetermined level, α. α is called
the significance level, and is the probability
of rejecting the null hypothesis given that
it is true (a type I error). It is usually set at
or below 5%.
For example, when α is set to 5%, the
conditional probability of a type I error,
given that the null hypothesis is true, is
5%,[34] and a statistically significant result
is one where the observed p-value is less
than 5%.[35] When drawing data from a
sample, this means that the rejection
region comprises 5% of the sampling
distribution.[36] These 5% can be allocated
to one side of the sampling distribution, as
in a one-tailed test, or partitioned to both
sides of the distribution as in a two-tailed
test, with each tail (or rejection region)
containing 2.5% of the distribution.
The use of a one-tailed test is dependent
on whether the research question or
alternative hypothesis specifies a direction
such as whether a group of objects is
heavier or the performance of students on
an assessment is better.[3] A two-tailed
test may still be used but it will be less
powerful than a one-tailed test because
the rejection region for a one-tailed test is
concentrated on one end of the null
distribution and is twice the size (5% vs.
2.5%) of each rejection region for a two-
tailed test. As a result, the null hypothesis
can be rejected with a less extreme result
if a one-tailed test was used.[37] The one-
tailed test is only more powerful than a
two-tailed test if the specified direction of
the alternative hypothesis is correct. If it is
wrong, however, then the one-tailed test
has no power.

Stringent significance
thresholds in specific fields

In specific fields such as particle physics

and manufacturing, statistical significance
is often expressed in multiples of the
standard deviation or sigma (σ) of a
normal distribution, with significance
thresholds set at a much stricter level (e.g.
5σ).[38][39] For instance, the certainty of the
Higgs boson particle's existence was
based on the 5σ criterion, which
corresponds to a p-value of about 1 in 3.5
million.[39][40]

In other fields of scientific research such

as genome-wide association studies
significance levels as low as 5 × 10−8 are
not uncommon,[41][42] because the number
of tests performed is extremely large.

Limitations
Researchers focusing solely on whether
their results are statistically significant
might report findings that are not
substantive[43] and not replicable.[44][45]
There is also a difference between
statistical significance and practical
significance. A study that is found to be
statistically significant may not
necessarily be practically significant.[46]

Effect size

Effect size is a measure of a study's

practical significance.[46] A statistically
significant result may have a weak effect.
To gauge the research significance of their
result, researchers are encouraged to
always report an effect size along with p-
values. An effect size measure quantifies
the strength of an effect, such as the
distance between two means in units of
standard deviation (cf. Cohen's d), the
correlation coefficient between two
variables or its square, and other
measures.[47]

Reproducibility

A statistically significant result may not be

easy to reproduce.[45] In particular, some
statistically significant results will in fact
be false positives. Each failed attempt to
reproduce a result increases the likelihood
that the result was a false positive.[48]

Challenges
Overuse in some journals

Starting in the 2010s, some journals began

questioning whether significance testing,
and particularly using a threshold of α=5%,
was being relied on too heavily as the
primary measure of validity of a
hypothesis.[49] Some journals encouraged
authors to do more detailed analysis than
just a statistical significance test. In social
psychology, the Journal of Basic and
Applied Social Psychology banned the use
of significance testing altogether from
papers it published,[50] requiring authors to
use other measures to evaluate
hypotheses and impact.[51][52]
Other editors, commenting on this ban
have noted: "Banning the reporting of p-
values, as Basic and Applied Social
Psychology recently did, is not going to
solve the problem because it is merely
treating a symptom of the problem. There
is nothing wrong with hypothesis testing
and p-values per se as long as authors,
reviewers, and action editors use them
correctly." [53] Using Bayesian statistics
can improve confidence levels but also
requires making additional
assumptions,[54] and may not necessarily
improve practice regarding statistical
testing.[55]
Redefining significance

In 2016, the American Statistical

Association (ASA) published a statement
on p-values, saying that "the widespread
use of 'statistical significance' (generally
interpreted as 'p≤0.05') as a license for
making a claim of a scientific finding (or
implied truth) leads to considerable
distortion of the scientific process".[54] In
2017, a group of 72 authors proposed to
enhance reproducibility by changing the p-
value threshold for statistical significance
from 0.05 to 0.005.[56] Other researchers
responded that imposing a more stringent
significance threshold would aggravate
problems such as data dredging;
alternative propositions are thus to select
and justify flexible p-value thresholds
before collecting data,[57] or to interpret p-
values as continuous indices, thereby
discarding thresholds and statistical
significance.[58] Additionally, the change to
0.005 would increase the likelihood of
false negatives, whereby the effect being
studied is real, but the test fails to show it.
[59]

See also
A/B testing, ABX test
 Fisher's method for combining
independent tests of significance
Look-elsewhere effect
Multiple comparisons problem
Sample size
Texas sharpshooter fallacy (gives
examples of tests where the
significance level was set too high)

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Further reading
Ziliak, Stephen and Deirdre McCloskey
(2008), The Cult of Statistical
Significance: How the Standard Error
Costs Us Jobs, Justice, and Lives . Ann
Arbor, University of Michigan Press,
2009. ISBN 978-0-472-07007-7. Reviews
and reception: (compiled by Ziliak)
Thompson, Bruce (2004). "The
"significance" crisis in psychology and
education". Journal of Socio-Economics.
33: 607–613.
doi:10.1016/j.socec.2004.09.034 .
Chow, Siu L., (1996). Statistical
Significance: Rationale, Validity and
Utility , Volume 1 of series Introducing
Statistical Methods, Sage Publications
Ltd, ISBN 978-0-7619-5205-3 – argues
that statistical significance is useful in
certain circumstances.
Kline, Rex, (2004). Beyond Significance
Testing: Reforming Data Analysis
Methods in Behavioral Research
Washington, DC: American
Psychological Association.
Nuzzo, Regina (2014). Scientific
method: Statistical errors . Nature Vol.
506, p. 150-152 (open access).
Highlights common misunderstandings
about the p value.
Cohen, Joseph (1994). [1] . The earth is
round (p<.05). American Psychologist.
 Vol 49, p. 997-1003. Reviews problems
with null hypothesis statistical testing.

External links
Wikiversity has learning resources about
Statistical significance

The article "Earliest Known Uses of

Some of the Words of Mathematics (S) "
contains an entry on Significance that
provides some historical information.
"The Concept of Statistical Significance
Testing " (February 1994): article by
Bruce Thompon hosted by the ERIC
Clearinghouse on Assessment and
Evaluation, Washington, D.C.
 "What does it mean for a result to be
"statistically significant"? " (no date): an
article from the Statistical Assessment
Service at George Mason University,
Washington, D.C.

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