p-value is probability value that describes how likely it is that your data would have occurred by random chance.
Level of Confidence (c) + Level of Significance (alpha) = 1
If p <= alpha,
- Reject Null Hypotheses (Ho)
- Data do not follow normal distribution
- Result is statistically significant
- Unlikely due to chance
If p > alpha
- Fail to reject Null Hypotheses (Ho)
- Data follows normal distribution
- Result is not statistically significant
- Due to chance