P-values and probability
When H0 holds,
On the other hand, when HA holds, p-values are more likely to be near zero and
Examples
Of course, we may be wrong. A p-value of 0.0023 could arise when either H0 or HA holds but it is more likely under HA. And a p-value of 0.4 could also arise when either hypothesis is true.
Interpretation of p-values for all tests
p-value | Interpretation |
---|---|
over 0.1 | no evidence that the null hypothesis does not hold |
between 0.05 and 0.1 | very weak evidence that the null hypothesis does not hold |
between 0.01 and 0.05 | moderately strong evidence that the null hypothesis does not hold |
under 0.01 | strong evidence that the null hypothesis does not hold |