Glossary Math & Statistics

p-value

A p-value is the probability of seeing results at least as extreme as yours if there were really no effect; it is not the probability the result is true.

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In more detail

A z of 2 gives a two-sided p of 0.0455 and a z of 1.96 gives 0.05, the usual threshold. A small p suggests the data are unlikely under "no effect" but says nothing about the size or importance of the effect.

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See also

  • Glossary Confidence interval
    A confidence interval is a range around a sample estimate that would contain the true value in a stated share (such as 95%) of repeated.
  • Glossary t-test
    A t-test judges whether the difference between means, from one or two small samples, is bigger than chance would explain.
  • Guide How Standard Deviation Works
    What standard deviation measures, a worked step-by-step example, why samples divide by n − 1, the 68-95-99.7 rule.
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