P-value Explained Simply for Data Scientists
Recently, I got asked about how to explain p-values in simple terms to a layperson. I found that it is hard to do that.
P-Values are always a headache to explain even to someone who knows about them let alone someone who doesn’t understand statistics.
I went to Wikipedia to find something and here is the definition:
In statistical hypothesis testing, the p-value or probability value is, for a given statistical model, the probability that, when the null hypothesis is true, the statistical summary (such as the sample mean difference between two groups) would be equal to, or more extreme than, the actual observed results.
And my first thought was that might be they have written it like this so that nobody could understand it. The problem here lies with a lot of terminology and language that statisticians enjoy to employ.
This post is about explaining p-values in an easy to understand way without all that pretentiousness of statisticians.
A Real-Life problem
In our lives, we certainly believe one thing over another.
From the obvious ones like — The earth is round. Or that the earth revolves around the Sun. The Sun rises in the east.
To the more non-obvious ones with varying level of uncertainties - Exercising reduces weight? Or that Trump is going to win/lose in his next election? Or that a particular drug works? Or that sleeping for 8 hours is good for your health?
While the former category is facts, the latter category differs from person to person.
So, what if I come to you and say that exercising does not affect weight?
All the gym-goers may call me not so kind words. But is there a mathematical and logical structure in which someone can disprove me?
This brings us to the notion of Hypothesis testing.
Hypothesis Testing
So the statement I made in the above example — exercising does not affect weight. This statement is my Hypothesis. Let’s call it Null hypothesisfor now. For now, it is the status quo as in we consider it to be true.
The Alternative Hypothesis from people who swear by exercising is — exercising does reduce weight.
