What is a p-value?  (Updated and extended version) @jbstatistics
What is a p-value?  (Updated and extended version)  @jbstatistics
Uploaded January 2013 | Updated September 2026, 1 hour ago
An introduction to the concept of the p-value, in the context of one-sample Z tests for the population mean. Much of the underlying logic holds for other tests as well. I discuss what a p-value is, then using simulation I illustrate its distribution when the null hypothesis is true and when the null hypothesis is false. I then give a rough guideline of what different p-values mean in terms of evidence against the null hypothesis.
What is a p-value?  (Updated and extended version)Introduction to the t Distribution (non-technical)Intervals (for the Mean Response and a Single Response) in Simple Linear RegressionThe Sampling Distribution of the Sample VarianceOne-Sided Test or Two-Sided Test?Simple Linear Regression:  The Least Squares Regression Line (Old, fast version)The Expected Value and Variance of Discrete Random VariablesA One-Way ANOVA ExampleNormal Quantile-Quantile PlotsFinding the P-value in One-Way ANOVAZ Tests for One Mean: An ExampleDont watch this!  (A t test example where nearly everything I say is wrong)
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What is a p-value? (Updated and extended version)

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