How to interpret p-values

"Statistically significant" doesn't mean something Significant happened. It only means that a p-value was low enough. But what does that mean? And low enough for what?

The only valid interpretation of a p-value that comes from an analysis that you don't know the details of is:

"The lower the p-value is, the more likely someone was surprised by something."

Yup, that's all you've got. If you don't know much about the someone or the something in question, then a p-value doesn't tell you much at all.

If you'd like my beginner friendly explanation of p-values, pick your format:
Blog: http://bit.ly/quaesita_puppies
Video: http://bit.ly/quaesita_p1

Here's my take on the p-value controversy: http://bit.ly/quaesita_needles

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