Are P value and alpha the same thing 2024?

As a statistical expert with a strong background in data analysis, I often encounter questions about the relationship between statistical concepts. One common question is whether the p-value and alpha are the same thing. To address this, let's delve into the definitions and roles of each in hypothesis testing.
Step 1: Understanding the P-value
The p-value is a statistic that measures the strength of the evidence against the null hypothesis. Specifically, it is the probability of obtaining test results at least as extreme as the observed results, assuming that the null hypothesis is true. A low p-value indicates strong evidence against the null hypothesis, suggesting that the observed effect is unlikely to have occurred by chance alone.

Step 2: Understanding Alpha (α)
Alpha, often denoted as α, is the significance level of a statistical test. It is the threshold that a p-value must surpass to be considered statistically significant. The alpha level is set before conducting a statistical test and is typically chosen to be 0.05, 0.01, or 0.001, depending on the desired level of stringency. A lower alpha level means that the test is more stringent and less likely to produce a Type I error (false positive).

Step 3: Comparing P-value and Alpha
Now, let's compare the p-value and alpha in the context of hypothesis testing. The p-value is a data-driven statistic that comes from the observed data, while alpha is a pre-determined threshold set by the researcher. They serve different purposes in the testing process:


1. Decision Rule: The p-value is compared to the alpha level to make a decision about the null hypothesis. If the p-value is less than or equal to the alpha level (p ≤ α), the result is considered statistically significant, and the null hypothesis is rejected. If the p-value is greater than the alpha level (p > α), the result is not statistically significant, and the null hypothesis is not rejected.


2. Role in Testing: The p-value reflects the evidence against the null hypothesis based on the data, while alpha is a researcher's decision about how much evidence is required to reject the null hypothesis.


3. Adjustments: In some cases, researchers may adjust the alpha level to account for multiple comparisons or to control for the family-wise error rate.


4. Interpretation: A p-value close to zero suggests a strong effect or association, while a p-value near the alpha level indicates a borderline result that may not be as convincing.

Step 4: Conclusion
In conclusion, the p-value and alpha are not the same thing. The p-value is a statistic that measures the evidence against the null hypothesis, and the alpha is a pre-set threshold that determines the criterion for statistical significance. They are both crucial components of hypothesis testing, but they play distinct roles and should not be confused with one another.

We compare the p-value with the alpha to determine whether the observed data are statistically significantly different from the null hypothesis: If the p-value is less than or equal to the alpha (p< .05), then we reject the null hypothesis, and we say the result is statistically significant.