Using simulations to understand p-values

Intuitive explanations of statistical concepts for novices #4 The p-value is widely used but widely misunderstood. I'll demonstrate this in the context of intervention studies. The key question is how confident can we be that an apparently beneficial effect of treatment reflects a change due to the intervention, rather than arising just through the play of chance. The p-value gives one way of deciding that. There are other approaches, including those based on Bayesian statistics, which are preferred by many statisticians. But I will focus here on the traditional null hypothesis significance testing (NHST) approach, which dominates statistical reporting in many areas of science, and which uses p-values. As illustrated in my previous blogpost , where our measures include random noise, the distorting effects of chance mean that we can never be certain whether or not a particular pattern of data reflects a real difference between groups. However, we can compute the probability that the...