p-value

probability of the observed result under the null hypothesis

The probability of seeing a difference at least as large as the observed one if there were really no difference. Below the chosen significance level (often 0.05) the result is called statistically significant. It does not measure the size or the importance of the difference.

Calculate it

Hypothesis Tests: t-tests, ANOVA, F-test and chi-square with p-value and plain verdict.

Related terms

• Anderson-Darling test: normality test with weight on the tails