Nov. 2, 2026
Originally, this post was going to be about how to use calculus to calculate p-values. This would be yet another demonstration of how we can use digital representations of our mental models (i.e., code) to test how well we understand a concept.
However, that explanation relies on the reader already understanding p-values at a relatively deep level.
So, instead, this post became an introduction to p-values…
(This is the verbal expression of my conceptualization; next time, we’ll convert this into a digital representation.)
Few statistical concepts are as misunderstood (or maligned) as the mythical p-value.
Many people who frequently use p-values don’t really understand them. For example, a substantial number have simply memorized that “If p < .05, it’s statistically significant,” which they use as a decision rule.
But while those who hate p-values usually do understand them fairly well, the uniform disapproval of their use reflects a different kind of confusion.
There is nothing wrong with p-values—so long as you don’t misuse them.
What’s a p-value?
In the context of statistical significance testing, a p-value is simply the proportion (p) of a null distribution that is at least as extreme as an observed result. (Nothing inherently good or bad about it.)
Okay, but what does THAT mean?
Essentially, a significance test is about signal detection. Most of the time, the question is, “Is there any effect at all?” Or, put another way, “Does it seem like the effect is different than literally zero?”
(It’s debatable how informative that question is, as well as whether there aren’t better questions we could be asking, but let’s keep walking through it for now.)
In this context, an effect refers to an association between two variables. For example, is there any link between supervisor quality and intent to quit your job? We might check by gathering some data and calculating a statistic like a correlation.
- If there’s no link whatsoever, then the effect is zero.
- If there is some link, whether positive or negative, whether large or small, then the effect is NOT zero.
A significance test evaluates this question using a backwards sort of logic:
- Assume (hypothetically) that the effect is literally zero.
- Calculate the result we’d expect to see if this were true.
- Repeat this calculation many, many times. (Due to randomness, the results will vary somewhat.)
- Pile up all the calculated results into a distribution (i.e., a null distribution).
- Check where your observed result lies within this distribution.
(Fortunately, we don’t actually have to run an infinite number of analyses. We can use math and/or simulations to derive this null distribution.)
In this way, you are comparing the result of your actual analysis to the various possible results that would be expected due to mere randomness.
This is a signal-to-noise evaluation…
- If your result is similar to what would be expected due to random noise, you might interpret that as evidence* favoring zero effect.
- If your result is very different from what would be expected due to random noise, you might interpret that as evidence* favoring a nonzero effect.
*NOTE: I broadly define the term evidence to mean any piece of information that sways one’s credence toward a particular belief. In this way, I’m essentially using a p-value as a (very) loose proxy for a Bayes Factor, if you know what that is. (Not getting into that right now.)
Regardless, note that this is NOT how some statisticians use the term “evidence.” And that’s fine. Words are just labels for concepts, so if we explain what we mean by them, we can use them however we like.
But how do you determine how compatible your result is with random noise?
This determination is based on where your observed result lies relative to the rest of the distribution…
The shape of the null distribution describes how relatively likely different results are (assuming the true effect is zero). In locations where the distribution piles up higher, those results are more likely.
Therefore, the nearer your observed result lies to the densest mass of the distribution, the more compatible it is with zero effect. That’s because your finding is the sort of result that would be predicted under zero effect.
In contrast, the further your observed result lies from the mass of the distribution, the less compatible it is with zero effect…because your finding is NOT the sort of result that would be predicted under zero effect.
So, how to quantify the position of the observed result relative to the rest of the distribution?
This is where the p-value comes in: it is simply the proportion of results in the null distribution that are at least as extreme as the actual result of your analysis.
For example, if your result is way far away from the main mass of the null distribution, that proportion will be quite small (say, p = .00003). In contrast, if your result is near the main mass, the proportion will be relatively larger (say, p = .47).
So, all things being equal, a larger p-value is more compatible with the notion of zero effect (i.e., the data resemble what random noise would produce)…
And a smaller p-value is less compatible with the notion of zero effect (i.e., the data do NOT resemble what random noise would produce).
It is extremely commonplace to treat this as a binary evaluation:
- If p < .05, the result is “statistically significant.”
- (A result at least this extreme would occur less than 5% of the time if the true effect is zero.)
- If p ≥ .05, the result is “NOT statistically significant.”
- (A result at least this extreme would occur at least 5% of the time if the true effect is zero.)
In my opinion, this binary interpretation is a bad idea. It lends itself to overly simplistic decision rules, which are nearly always indicative of shallow understanding. It also eliminates the majority of the information that the p-value itself provides.
Instead, I interpret p-values as what they literally are: The probability of a result at least as extreme as our analysis showed, if we assume the true effect is zero.
I like to imagine a p-value as a slider… As p gets smaller, your credence (level of belief) in zero effect should fall; slide it back the other way, and your credence should rise again.
But note that this slider only indicates direction, not precise amount. The extent to which your credence should adjust based on a p-value depends on various other factors, such as sample size, data quality, your previous beliefs, etc.
In this way, a p-value can be interpreted as some amount of evidence for or against the notion of no effect. But it’s up to the individual to judge exactly how persuasive that evidence is.
The binary decision rule seems to serve primarily as a mechanism to avoid individual judgment. That’s a cognitive trap.
Understood correctly, there’s nothing inherently good or bad about p-values. They are simply a property of a result, assuming certain conditions hold.
A person’s interpretation of what that value means can certainly be wrong. But the value is what it is.
Next time, we’ll check if this explanation holds up by converting it into digital form (i.e., code), and then testing it.


