Core idea
t-test
χ²
ANOVA
Power
Move the observed statistic and the α level. The blue area is the p-value; the red one is the rejection region. You reject H₀ when the blue enters the red.
p-valuerejection region (α)observed statistic
Statistic z
Level α
Tails
p0.0357
critical value±1.96
p < α → reject H₀ (significant result)
The p-value is NOT the probability that H₀ is true, nor does it measure the effect size. α=0.05 is just a convention. In ML it's used to validate whether a model improvement is real or noise.