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9.3 - the p-value approach, example 9-4 section  .

x-ray of someone with lung cancer

Up until now, we have used the critical region approach in conducting our hypothesis tests. Now, let's take a look at an example in which we use what is called the P -value approach .

Among patients with lung cancer, usually, 90% or more die within three years. As a result of new forms of treatment, it is felt that this rate has been reduced. In a recent study of n = 150 lung cancer patients, y = 128 died within three years. Is there sufficient evidence at the \(\alpha = 0.05\) level, say, to conclude that the death rate due to lung cancer has been reduced?

The sample proportion is:

\(\hat{p}=\dfrac{128}{150}=0.853\)

The null and alternative hypotheses are:

\(H_0 \colon p = 0.90\) and \(H_A \colon p < 0.90\)

The test statistic is, therefore:

\(Z=\dfrac{\hat{p}-p_0}{\sqrt{\dfrac{p_0(1-p_0)}{n}}}=\dfrac{0.853-0.90}{\sqrt{\dfrac{0.90(0.10)}{150}}}=-1.92\)

And, the rejection region is:

Since the test statistic Z = −1.92 < −1.645, we reject the null hypothesis. There is sufficient evidence at the \(\alpha = 0.05\) level to conclude that the rate has been reduced.

Example 9-4 (continued) Section  

What if we set the significance level \(\alpha\) = P (Type I Error) to 0.01? Is there still sufficient evidence to conclude that the death rate due to lung cancer has been reduced?

In this case, with \(\alpha = 0.01\), the rejection region is Z ≤ −2.33. That is, we reject if the test statistic falls in the rejection region defined by Z ≤ −2.33:

Because the test statistic Z = −1.92 > −2.33, we do not reject the null hypothesis. There is insufficient evidence at the \(\alpha = 0.01\) level to conclude that the rate has been reduced.

threshold

In the first part of this example, we rejected the null hypothesis when \(\alpha = 0.05\). And, in the second part of this example, we failed to reject the null hypothesis when \(\alpha = 0.01\). There must be some level of \(\alpha\), then, in which we cross the threshold from rejecting to not rejecting the null hypothesis. What is the smallest \(\alpha \text{ -level}\) that would still cause us to reject the null hypothesis?

We would, of course, reject any time the critical value was smaller than our test statistic −1.92:

That is, we would reject if the critical value were −1.645, −1.83, and −1.92. But, we wouldn't reject if the critical value were −1.93. The \(\alpha \text{ -level}\) associated with the test statistic −1.92 is called the P -value . It is the smallest \(\alpha \text{ -level}\) that would lead to rejection. In this case, the P -value is:

P ( Z < −1.92) = 0.0274

So far, all of the examples we've considered have involved a one-tailed hypothesis test in which the alternative hypothesis involved either a less than (<) or a greater than (>) sign. What happens if we weren't sure of the direction in which the proportion could deviate from the hypothesized null value? That is, what if the alternative hypothesis involved a not-equal sign (≠)? Let's take a look at an example.

two zebra tails

What if we wanted to perform a " two-tailed " test? That is, what if we wanted to test:

\(H_0 \colon p = 0.90\) versus \(H_A \colon p \ne 0.90\)

at the \(\alpha = 0.05\) level?

Let's first consider the critical value approach . If we allow for the possibility that the sample proportion could either prove to be too large or too small, then we need to specify a threshold value, that is, a critical value, in each tail of the distribution. In this case, we divide the " significance level " \(\alpha\) by 2 to get \(\alpha/2\):

That is, our rejection rule is that we should reject the null hypothesis \(H_0 \text{ if } Z ≥ 1.96\) or we should reject the null hypothesis \(H_0 \text{ if } Z ≤ −1.96\). Alternatively, we can write that we should reject the null hypothesis \(H_0 \text{ if } |Z| ≥ 1.96\). Because our test statistic is −1.92, we just barely fail to reject the null hypothesis, because 1.92 < 1.96. In this case, we would say that there is insufficient evidence at the \(\alpha = 0.05\) level to conclude that the sample proportion differs significantly from 0.90.

Now for the P -value approach . Again, needing to allow for the possibility that the sample proportion is either too large or too small, we multiply the P -value we obtain for the one-tailed test by 2:

That is, the P -value is:

\(P=P(|Z|\geq 1.92)=P(Z>1.92 \text{ or } Z<-1.92)=2 \times 0.0274=0.055\)

Because the P -value 0.055 is (just barely) greater than the significance level \(\alpha = 0.05\), we barely fail to reject the null hypothesis. Again, we would say that there is insufficient evidence at the \(\alpha = 0.05\) level to conclude that the sample proportion differs significantly from 0.90.

Let's close this example by formalizing the definition of a P -value, as well as summarizing the P -value approach to conducting a hypothesis test.

The P -value is the smallest significance level \(\alpha\) that leads us to reject the null hypothesis.

Alternatively (and the way I prefer to think of P -values), the P -value is the probability that we'd observe a more extreme statistic than we did if the null hypothesis were true.

If the P -value is small, that is, if \(P ≤ \alpha\), then we reject the null hypothesis \(H_0\).

Note! Section  

writing hand

By the way, to test \(H_0 \colon p = p_0\), some statisticians will use the test statistic:

\(Z=\dfrac{\hat{p}-p_0}{\sqrt{\dfrac{\hat{p}(1-\hat{p})}{n}}}\)

rather than the one we've been using:

\(Z=\dfrac{\hat{p}-p_0}{\sqrt{\dfrac{p_0(1-p_0)}{n}}}\)

One advantage of doing so is that the interpretation of the confidence interval — does it contain \(p_0\)? — is always consistent with the hypothesis test decision, as illustrated here:

For the sake of ease, let:

\(se(\hat{p})=\sqrt{\dfrac{\hat{p}(1-\hat{p})}{n}}\)

Two-tailed test. In this case, the critical region approach tells us to reject the null hypothesis \(H_0 \colon p = p_0\) against the alternative hypothesis \(H_A \colon p \ne p_0\):

if \(Z=\dfrac{\hat{p}-p_0}{se(\hat{p})} \geq z_{\alpha/2}\) or if \(Z=\dfrac{\hat{p}-p_0}{se(\hat{p})} \leq -z_{\alpha/2}\)

which is equivalent to rejecting the null hypothesis:

if \(\hat{p}-p_0 \geq z_{\alpha/2}se(\hat{p})\) or if \(\hat{p}-p_0 \leq -z_{\alpha/2}se(\hat{p})\)

if \(p_0 \geq \hat{p}+z_{\alpha/2}se(\hat{p})\) or if \(p_0 \leq \hat{p}-z_{\alpha/2}se(\hat{p})\)

That's the same as saying that we should reject the null hypothesis \(H_0 \text{ if } p_0\) is not in the \(\left(1-\alpha\right)100\%\) confidence interval!

Left-tailed test. In this case, the critical region approach tells us to reject the null hypothesis \(H_0 \colon p = p_0\) against the alternative hypothesis \(H_A \colon p < p_0\):

if \(Z=\dfrac{\hat{p}-p_0}{se(\hat{p})} \leq -z_{\alpha}\)

if \(\hat{p}-p_0 \leq -z_{\alpha}se(\hat{p})\)

if \(p_0 \geq \hat{p}+z_{\alpha}se(\hat{p})\)

That's the same as saying that we should reject the null hypothesis \(H_0 \text{ if } p_0\) is not in the upper \(\left(1-\alpha\right)100\%\) confidence interval:

\((0,\hat{p}+z_{\alpha}se(\hat{p}))\)

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StatPearls [Internet]. Treasure Island (FL): StatPearls Publishing; 2024 Jan-.

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StatPearls [Internet].

Hypothesis testing, p values, confidence intervals, and significance.

Jacob Shreffler ; Martin R. Huecker .

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Last Update: March 13, 2023 .

  • Definition/Introduction

Medical providers often rely on evidence-based medicine to guide decision-making in practice. Often a research hypothesis is tested with results provided, typically with p values, confidence intervals, or both. Additionally, statistical or research significance is estimated or determined by the investigators. Unfortunately, healthcare providers may have different comfort levels in interpreting these findings, which may affect the adequate application of the data.

  • Issues of Concern

Without a foundational understanding of hypothesis testing, p values, confidence intervals, and the difference between statistical and clinical significance, it may affect healthcare providers' ability to make clinical decisions without relying purely on the research investigators deemed level of significance. Therefore, an overview of these concepts is provided to allow medical professionals to use their expertise to determine if results are reported sufficiently and if the study outcomes are clinically appropriate to be applied in healthcare practice.

Hypothesis Testing

Investigators conducting studies need research questions and hypotheses to guide analyses. Starting with broad research questions (RQs), investigators then identify a gap in current clinical practice or research. Any research problem or statement is grounded in a better understanding of relationships between two or more variables. For this article, we will use the following research question example:

Research Question: Is Drug 23 an effective treatment for Disease A?

Research questions do not directly imply specific guesses or predictions; we must formulate research hypotheses. A hypothesis is a predetermined declaration regarding the research question in which the investigator(s) makes a precise, educated guess about a study outcome. This is sometimes called the alternative hypothesis and ultimately allows the researcher to take a stance based on experience or insight from medical literature. An example of a hypothesis is below.

Research Hypothesis: Drug 23 will significantly reduce symptoms associated with Disease A compared to Drug 22.

The null hypothesis states that there is no statistical difference between groups based on the stated research hypothesis.

Researchers should be aware of journal recommendations when considering how to report p values, and manuscripts should remain internally consistent.

Regarding p values, as the number of individuals enrolled in a study (the sample size) increases, the likelihood of finding a statistically significant effect increases. With very large sample sizes, the p-value can be very low significant differences in the reduction of symptoms for Disease A between Drug 23 and Drug 22. The null hypothesis is deemed true until a study presents significant data to support rejecting the null hypothesis. Based on the results, the investigators will either reject the null hypothesis (if they found significant differences or associations) or fail to reject the null hypothesis (they could not provide proof that there were significant differences or associations).

To test a hypothesis, researchers obtain data on a representative sample to determine whether to reject or fail to reject a null hypothesis. In most research studies, it is not feasible to obtain data for an entire population. Using a sampling procedure allows for statistical inference, though this involves a certain possibility of error. [1]  When determining whether to reject or fail to reject the null hypothesis, mistakes can be made: Type I and Type II errors. Though it is impossible to ensure that these errors have not occurred, researchers should limit the possibilities of these faults. [2]

Significance

Significance is a term to describe the substantive importance of medical research. Statistical significance is the likelihood of results due to chance. [3]  Healthcare providers should always delineate statistical significance from clinical significance, a common error when reviewing biomedical research. [4]  When conceptualizing findings reported as either significant or not significant, healthcare providers should not simply accept researchers' results or conclusions without considering the clinical significance. Healthcare professionals should consider the clinical importance of findings and understand both p values and confidence intervals so they do not have to rely on the researchers to determine the level of significance. [5]  One criterion often used to determine statistical significance is the utilization of p values.

P values are used in research to determine whether the sample estimate is significantly different from a hypothesized value. The p-value is the probability that the observed effect within the study would have occurred by chance if, in reality, there was no true effect. Conventionally, data yielding a p<0.05 or p<0.01 is considered statistically significant. While some have debated that the 0.05 level should be lowered, it is still universally practiced. [6]  Hypothesis testing allows us to determine the size of the effect.

An example of findings reported with p values are below:

Statement: Drug 23 reduced patients' symptoms compared to Drug 22. Patients who received Drug 23 (n=100) were 2.1 times less likely than patients who received Drug 22 (n = 100) to experience symptoms of Disease A, p<0.05.

Statement:Individuals who were prescribed Drug 23 experienced fewer symptoms (M = 1.3, SD = 0.7) compared to individuals who were prescribed Drug 22 (M = 5.3, SD = 1.9). This finding was statistically significant, p= 0.02.

For either statement, if the threshold had been set at 0.05, the null hypothesis (that there was no relationship) should be rejected, and we should conclude significant differences. Noticeably, as can be seen in the two statements above, some researchers will report findings with < or > and others will provide an exact p-value (0.000001) but never zero [6] . When examining research, readers should understand how p values are reported. The best practice is to report all p values for all variables within a study design, rather than only providing p values for variables with significant findings. [7]  The inclusion of all p values provides evidence for study validity and limits suspicion for selective reporting/data mining.  

While researchers have historically used p values, experts who find p values problematic encourage the use of confidence intervals. [8] . P-values alone do not allow us to understand the size or the extent of the differences or associations. [3]  In March 2016, the American Statistical Association (ASA) released a statement on p values, noting that scientific decision-making and conclusions should not be based on a fixed p-value threshold (e.g., 0.05). They recommend focusing on the significance of results in the context of study design, quality of measurements, and validity of data. Ultimately, the ASA statement noted that in isolation, a p-value does not provide strong evidence. [9]

When conceptualizing clinical work, healthcare professionals should consider p values with a concurrent appraisal study design validity. For example, a p-value from a double-blinded randomized clinical trial (designed to minimize bias) should be weighted higher than one from a retrospective observational study [7] . The p-value debate has smoldered since the 1950s [10] , and replacement with confidence intervals has been suggested since the 1980s. [11]

Confidence Intervals

A confidence interval provides a range of values within given confidence (e.g., 95%), including the accurate value of the statistical constraint within a targeted population. [12]  Most research uses a 95% CI, but investigators can set any level (e.g., 90% CI, 99% CI). [13]  A CI provides a range with the lower bound and upper bound limits of a difference or association that would be plausible for a population. [14]  Therefore, a CI of 95% indicates that if a study were to be carried out 100 times, the range would contain the true value in 95, [15]  confidence intervals provide more evidence regarding the precision of an estimate compared to p-values. [6]

In consideration of the similar research example provided above, one could make the following statement with 95% CI:

Statement: Individuals who were prescribed Drug 23 had no symptoms after three days, which was significantly faster than those prescribed Drug 22; there was a mean difference between the two groups of days to the recovery of 4.2 days (95% CI: 1.9 – 7.8).

It is important to note that the width of the CI is affected by the standard error and the sample size; reducing a study sample number will result in less precision of the CI (increase the width). [14]  A larger width indicates a smaller sample size or a larger variability. [16]  A researcher would want to increase the precision of the CI. For example, a 95% CI of 1.43 – 1.47 is much more precise than the one provided in the example above. In research and clinical practice, CIs provide valuable information on whether the interval includes or excludes any clinically significant values. [14]

Null values are sometimes used for differences with CI (zero for differential comparisons and 1 for ratios). However, CIs provide more information than that. [15]  Consider this example: A hospital implements a new protocol that reduced wait time for patients in the emergency department by an average of 25 minutes (95% CI: -2.5 – 41 minutes). Because the range crosses zero, implementing this protocol in different populations could result in longer wait times; however, the range is much higher on the positive side. Thus, while the p-value used to detect statistical significance for this may result in "not significant" findings, individuals should examine this range, consider the study design, and weigh whether or not it is still worth piloting in their workplace.

Similarly to p-values, 95% CIs cannot control for researchers' errors (e.g., study bias or improper data analysis). [14]  In consideration of whether to report p-values or CIs, researchers should examine journal preferences. When in doubt, reporting both may be beneficial. [13]  An example is below:

Reporting both: Individuals who were prescribed Drug 23 had no symptoms after three days, which was significantly faster than those prescribed Drug 22, p = 0.009. There was a mean difference between the two groups of days to the recovery of 4.2 days (95% CI: 1.9 – 7.8).

  • Clinical Significance

Recall that clinical significance and statistical significance are two different concepts. Healthcare providers should remember that a study with statistically significant differences and large sample size may be of no interest to clinicians, whereas a study with smaller sample size and statistically non-significant results could impact clinical practice. [14]  Additionally, as previously mentioned, a non-significant finding may reflect the study design itself rather than relationships between variables.

Healthcare providers using evidence-based medicine to inform practice should use clinical judgment to determine the practical importance of studies through careful evaluation of the design, sample size, power, likelihood of type I and type II errors, data analysis, and reporting of statistical findings (p values, 95% CI or both). [4]  Interestingly, some experts have called for "statistically significant" or "not significant" to be excluded from work as statistical significance never has and will never be equivalent to clinical significance. [17]

The decision on what is clinically significant can be challenging, depending on the providers' experience and especially the severity of the disease. Providers should use their knowledge and experiences to determine the meaningfulness of study results and make inferences based not only on significant or insignificant results by researchers but through their understanding of study limitations and practical implications.

  • Nursing, Allied Health, and Interprofessional Team Interventions

All physicians, nurses, pharmacists, and other healthcare professionals should strive to understand the concepts in this chapter. These individuals should maintain the ability to review and incorporate new literature for evidence-based and safe care. 

  • Review Questions
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  • Comment on this article.

Disclosure: Jacob Shreffler declares no relevant financial relationships with ineligible companies.

Disclosure: Martin Huecker declares no relevant financial relationships with ineligible companies.

This book is distributed under the terms of the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International (CC BY-NC-ND 4.0) ( http://creativecommons.org/licenses/by-nc-nd/4.0/ ), which permits others to distribute the work, provided that the article is not altered or used commercially. You are not required to obtain permission to distribute this article, provided that you credit the author and journal.

  • Cite this Page Shreffler J, Huecker MR. Hypothesis Testing, P Values, Confidence Intervals, and Significance. [Updated 2023 Mar 13]. In: StatPearls [Internet]. Treasure Island (FL): StatPearls Publishing; 2024 Jan-.

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  1. S.3.2 Hypothesis Testing (P-Value Approach) | STAT ONLINE

    Specifically, the four steps involved in using the P-value approach to conducting any hypothesis test are: Specify the null and alternative hypotheses. Using the sample data and assuming the null hypothesis is true, calculate the value of the test statistic.

  2. How to Find the P value: Process and Calculations

    In summary, calculating a p-value involves identifying and calculating your test statistic and then placing it in its sampling distribution to find the probability of more extreme values! Let’s see this whole process in action with an example!

  3. P-Value Method for Hypothesis Testing | by Ameya Shukla ...

    What is the P-value method in Hypothesis Testing? The P-value method is used in Hypothesis Testing to check the significance of the given Null Hypothesis. Then, deciding to reject or support it is based upon the specified significance level or threshold.

  4. 9.3 - The P-Value Approach | STAT 415 - Statistics Online

    Example 9-4. Up until now, we have used the critical region approach in conducting our hypothesis tests. Now, let's take a look at an example in which we use what is called the P-value approach. Among patients with lung cancer, usually, 90% or more die within three years.

  5. Understanding P-values | Definition and Examples - Scribbr

    P values are used in hypothesis testing to help decide whether to reject the null hypothesis. The smaller the p value, the more likely you are to reject the null hypothesis. Table of contents. What is a null hypothesis? What exactly is a p value? How do you calculate the p value? P values and statistical significance. Reporting p values.

  6. Hypothesis Testing, P Values, Confidence Intervals, and ...

    P Values. P values are used in research to determine whether the sample estimate is significantly different from a hypothesized value. The p-value is the probability that the observed effect within the study would have occurred by chance if, in reality, there was no true effect.

  7. Interpreting P values - Statistics by Jim

    P values indicate whether hypothesis tests are statistically significant but they are frequently misinterpreted. Learn how to correctly interpret P values.

  8. How Hypothesis Tests Work: Significance Levels (Alpha) and P ...

    Hypothesis testing is a vital process in inferential statistics where the goal is to use sample data to draw conclusions about an entire population. In the testing process, you use significance levels and p-values to determine whether the test results are statistically significant.

  9. Hypothesis Testing | A Step-by-Step Guide with Easy Examples

    There are 5 main steps in hypothesis testing: State your research hypothesis as a null hypothesis and alternate hypothesis (H o) and (H a or H 1). Collect data in a way designed to test the hypothesis. Perform an appropriate statistical test. Decide whether to reject or fail to reject your null hypothesis.

  10. P-Value in Statistical Hypothesis Tests: What is it?

    A p value is used in hypothesis testing to help you support or reject the null hypothesis. The p value is the evidence against a null hypothesis. The smaller the p-value, the stronger the evidence that you should reject the null hypothesis.