February, 2003
© 2000, 2001, 2003 Scott S. Emerson, M.D., Ph.D.
Frequentist Methods 1: 14
Statistical Issues
The P value associated with an observed test statistic is found by integrating the sampling density under the null hypothesis.
P value is the probability (calculated under the null hypothesis) of observing a test statistic (estimate of treatment effect) more extreme than what was actually observed.
(How unusual is the observed data when the null hypothesis is true?)