Does a bigger p-value mean the result is more significant?
I keep seeing p-values in hypothesis testing questions and my instinct is to read a bigger p-value as "more significant." That seems to produce the wrong answer. What is the clean way to think about it?
No. A bigger p-value means weaker evidence against the null hypothesis.
The p-value asks how unusual the sample result would be if the null hypothesis were true. If the p-value is small, the result is hard to explain under the null, so rejecting the null becomes easier. If the p-value is large, the result is not unusual enough to reject the null at common significance levels.
For example, if alpha = 0.05 and the p-value is 0.032, reject the null. If the p-value is 0.32, fail to reject. The second result is not "more significant"; it is much less persuasive against the null.
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