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Unit 3 · Topic 3.6

3.6 p-Values

The p-value is the probability, if H₀ were true, of getting a result at least as extreme as the one you saw. It measures how surprising your data would be under the null hypothesis: the smaller it is, the stronger the evidence for Hₐ. Interpreting it correctly is one of the most tested skills in the course.

Key terms

  • p-value
  • null distribution
  • test statistic
  • convincing evidence

The null distribution

If H₀ is true, the test statistic has a known distribution, called the null distribution. For a one-proportion z-test, it's approximately the standard normal distribution. You can also simulate it: generate many samples assuming p = p₀ and record the statistic each time.

Which tail?

"As extreme or more extreme" means in the direction of Hₐ:

  • Hₐ: p > p₀: the area at or above the observed z.
  • Hₐ: p < p₀: the area at or below the observed z.
  • Hₐ: p ≠ p₀: both tails, the area at or below −|z| plus the area at or above |z|. For a symmetric distribution, that's double one tail.

p-values from a simulation

If the null distribution was simulated, the p-value is the proportion of simulated results at least as extreme as the observed one, in the direction of Hₐ. If 7 of 500 simulated samples gave a p̂ as low as yours, the p-value is about 7/500 = 0.014.

Interpreting a p-value

A complete interpretation has three parts: the assumption that H₀ is true (in context), the probability, and the observed result "or more extreme."

Example: "Assuming the true proportion of on-time deliveries is 0.90, there is about a 0.015 probability of getting a sample proportion of 0.847 or lower in a random sample of 150 deliveries by chance alone."

What a p-value is not

It's not the probability that H₀ is true. It's computed assuming H₀ is true, so it can't measure that.

A large p-value doesn't show H₀ is true. It only means the data are consistent with H₀, and they might also be consistent with many other values. Lack of evidence against H₀ is not evidence for it.

Small p-values mean the observed result would be unusual if H₀ were true, which gives evidence for Hₐ. The smaller the p-value, the more convincing that evidence.

Sample size changes the p-value

The same sample proportion can give very different p-values depending on n. Testing H₀: p = 0.5 vs. Hₐ: p > 0.5 with p̂ = 0.56: with n = 200, z ≈ 1.70 and the p-value is about 0.045. With n = 800, z ≈ 3.39 and the p-value is about 0.0003.

Bigger samples make the sampling distribution narrower, so the same distance from p₀ is more surprising. With a very large sample, even a tiny difference can be statistically significant, which is why you should also ask whether the difference matters in practice.

Worked examples

Try each one yourself first, then open the solution.

  1. Example 1Calculator allowed

    Interpret a p-value

    A test of H₀: p = 0.50 vs. Hₐ: p > 0.50, where p is the proportion of all students at a school who prefer a later start, gives p̂ = 0.56 from a random sample of 200 students and a p-value of 0.045. Interpret the p-value.

    Show the solution
    1. Step 1: Start with the assumption: the true proportion is 0.50.
    2. Step 2: State the probability and the result in the direction of Hₐ: 0.56 or higher.
    3. Step 3: Mention the sample size and chance variation.

    Answer: Assuming 50% of all students at the school prefer a later start, there is about a 0.045 probability of getting a sample proportion of 0.56 or higher in a random sample of 200 students just by chance.

  2. Example 2Calculator allowed

    p-value from a simulation

    A spinner is supposed to land on red 25% of the time. In 80 spins it lands on red 30 times (p̂ = 0.375). To test H₀: p = 0.25 vs. Hₐ: p ≠ 0.25, a student simulates 1,000 sets of 80 spins assuming p = 0.25. The simulated p̂ values are centered at 0.25; 9 of them are 0.375 or higher and 6 are 0.125 or lower. Estimate the p-value.

    Show the solution
    1. Step 1: The alternative is two-sided, so count results at least as far from 0.25 as 0.375 in either direction.
    2. Step 2: 0.375 is 0.125 above 0.25, so the other tail is 0.125 or lower.
    3. Step 3: p-value ≈ (9 + 6)/1,000 = 0.015.

    Answer: About 0.015. Results this far from 25% happened in only 1.5% of simulations, so the spinner appears not to land on red 25% of the time.

  3. Example 3Calculator allowed

    Trap: the p-value as P(H₀ is true)

    A student says, "The p-value is 0.20, so there's a 20% chance the null hypothesis is true." Correct the statement.

    Show the solution
    1. Step 1: The p-value is calculated assuming H₀ is true, so it can't be the probability that H₀ is true.
    2. Step 2: It's the probability of data at least this extreme if H₀ were true.
    3. Step 3: A p-value of 0.20 means results like this are fairly common under H₀, so there isn't convincing evidence against it.

    Answer: The p-value is P(a result this extreme or more | H₀ true) = 0.20. It's not the probability that H₀ is true. Here it means the data don't give convincing evidence against H₀.

Common mistakes

  • Calling the p-value the probability that H₀ (or Hₐ) is true.
  • Leaving "assuming H₀ is true" out of the interpretation.
  • Using one tail for a two-sided test, or the wrong tail for a one-sided test.
  • Saying a large p-value proves H₀.

On the exam

  • "Interpret the p-value in context" appears often. Include: assuming H₀ (with the value and context), the probability, the observed statistic and "or more extreme."
  • Simulation-based p-values show up in both sections. Count dots at least as extreme as the observed value, in the direction of Hₐ.

Connected topics

Videos

  • P-values and significance tests | AP Statistics | Khan Academy

    Khan AcademyWatch on YouTube (opens in a new tab)

  • AP Stats Test Quick Review: Significance Testing

    Michael Porinchak - AP Statistics & AP PrecalculusWatch on YouTube (opens in a new tab)

  • How P-Values Help Us Test Hypotheses: Crash Course Statistics #21

    CrashCourseWatch on YouTube (opens in a new tab)

  • Estimating a P-value from a simulation | AP Statistics | Khan Academy

    Khan AcademyWatch on YouTube (opens in a new tab)

  • What is a p-value?

    jbstatisticsWatch on YouTube (opens in a new tab)

  • p-values: What they are and how to interpret them

    StatQuest with Josh StarmerWatch on YouTube (opens in a new tab)

Check yourself

4 questions on 3.6 p-Values. Pick an answer to see if you got it, and why.

Question 1 of 4Calculator allowed

A student suspects that a six-sided die rolls a 6 more often than 1/6 of the time. In 60 rolls, she gets 16 sixes. She simulates 1,000 sets of 60 rolls of a fair die and finds that 52 of them have 16 or more sixes. What is the estimated p-value?

Question 2 of 4Calculator allowed

A significance test gives a p-value of 0.42. Which conclusion is appropriate?

Question 3 of 4Calculator allowed

In a test of H₀: p = 0.25 versus Hₐ: p > 0.25, the p-value is 0.003. Which statement is correct?

A city's mayor claims that 60% of the city's voters approve of the job she is doing. A reporter suspects the true percent is lower. In a random sample of 400 city voters, 222 (55.5%) say they approve.

Described scenario with invented results

Question 4 of 4Calculator allowed

Which is the correct interpretation of the p-value of about 0.033?

0 of 4 answered