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Statistical Thinking
Explaining p-values with puppies
You’ll find p-values lurking all over data science (and all the rest of science, for that matter). If you took STAT101, the explanation you probably heard runs something like this: A p-value is the probability of observing a statistic at least as extreme as ours, conditional on the null hypothesis. No wonder that didn’t stick! Let’s try it with puppies instead…
(If you prefer to learn in video form, link’s at the bottom. Pure audio? Here.)
Setting the (crime) scene
Imagine coming home and discovering this in your kitchen:
Let’s put this suspect on trial for the crime of sticking his head in the garbage bin!
We’ll work with a default action of not yelling at Fido and a corresponding null hypothesis of “Fido is innocent.” If you’re new to these concepts or unsure how to set up hypotheses, read this.
Describe the null world
The first step in calculating a p-value is to take a deep breath and say, “Okay, Fido, I’m going to imagine that you are innocent.”