Statistics Dictionary

To see a definition, select a term from the dropdown text box below. The statistics dictionary will display the definition, plus links to related web pages.

Select term:


A P-value measures the strength of evidence in support of a null hypothesis. Suppose the test statistic in a hypothesis test is equal to S. The P-value is the probability of observing a test statistic as extreme as S, assuming the null hypothesis is true. If the P-value is less than the significance level, we reject the null hypothesis.

See also:   Tests of Significance | How to Test Hypotheses