4 Understanding p-values ✎ Draft
4.1 Test yourself: (mis)interpretations of p-values
The p-value is the most widely reported inferential statistic in psychology and health research, and it is also among the most widely misunderstood.
Although there is an entirely separate chapter on specific common misinterpretations of p-values later, it is worth beginning this one with an assessment of our own (mis)understandings, before discussing correct interpretations and deeper understandings of the p-value.
Answer all six statements, then click the button at the bottom to see how you did.
Suppose you have a treatment that you suspect may alter performance on a certain task. You compare the means of your control and experimental groups (say 20 subjects in each sample). Further, suppose you use a simple independent means t-test and your result is (t = 2.7, df = 18, p = 0.01). Please mark each of the statements below as “true” or “false”. “False” means that the statement does not follow logically from the above premises. Also note that one, several or none of the statements may be correct.
- You have absolutely disproved the null hypothesis (that is, there is no difference between the population means).
- You have found the probability of the null hypothesis being true.
- You have absolutely proved your experimental hypothesis (that there is a difference between the population means).
- You can deduce the probability of the experimental hypothesis being true.
- You know, if you decide to reject the null hypothesis, the probability that you are making the wrong decision.
- You have a reliable experimental finding in the sense that if, hypothetically, the experiment were repeated a great number of times, you would obtain a significant result on 99% of occasions.
All six statements are false. Each one corresponds to a recognisable fallacy: the illusion of certainty (statements 1 and 3; Section 4.3.1), the inverse probability fallacy (statements 2, 4, and 5; Section 4.3.2), and the replication delusion (statement 6; Section 4.3.3).
- Certainty (disproof). A significance test gives a probabilistic statement about data, not a proof. Data this extreme occur under the null model 1% of the time, so the null hypothesis has not been disproved.
- Inverse probability. The p-value is the probability of data at least this extreme given the null model, \(P(D \mid H_0)\). It is not the probability of the null hypothesis given the data, \(P(H_0 \mid D)\). Getting from one to the other requires a prior probability for \(H_0\), which a significance test does not use.
- Certainty (proof). The mirror image of statement 1. Rejecting the null does not prove the alternative, and even if a difference exists, it does not establish that the experimental hypothesis’s explanation for it is correct.
- Inverse probability, again. The probability of the experimental hypothesis is no more deducible from p than the probability of the null is.
- Error-rate confusion. This reads p as the probability that rejecting \(H_0\) is a mistake, i.e., \(P(H_0 \mid \text{significant result})\). That is the false discovery risk, which depends on the prior probability of \(H_0\) and on statistical power, neither of which is given. The p-value is also not the Type I error rate: α is fixed before the study and describes the long-run behaviour of the procedure, not the probability of error in this particular decision.
- Replication fallacy. 1 − p is not the probability of a significant replication. The replication probability depends on the true effect size and the replication’s power. If the observed effect were exactly the true effect, a same-sized replication would be significant only about 70–75% of the time; and because significant results tend to overestimate effects, the real figure is usually lower.
4.1.1 Prevalence of misinterpretations of p-values
The questionnaire above was first used by Oakes (1986) with academic psychologists, and has since been reused, with minor changes, in Israel (Falk & Greenbaum, 1995), Germany (Haller & Krauss, 2002), Spain (Badenes-Ribera et al., 2015), and China (X.-K. Lyu et al., 2020; Z. Lyu et al., 2018). The wording here follows Haller and Krauss (2002).
If you marked any statement as true, you are in the majority.
- Oakes (1986) found that 97% of the 70 academic psychologists he surveyed endorsed at least one of the statements (Gigerenzer, 2018). As summarised by Cohen (1994), 68 of 70 interpreted p as the probability that \(H_0\) is true, and 42 believed a p of .01 implied a 99% chance that a replication would be significant.
- Haller and Krauss (2002) gave the questionnaire to students, methodology instructors, and scientists in Germany. As reported by Gigerenzer (2004), none of the 44 psychology students rejected all six statements, compared with 4 of 39 scientists who did not teach statistics and 6 of 30 methodology instructors who did.
- Z. Lyu et al. (2018) found that 99% of 362 psychology researchers and students in China endorsed at least one false statement. In a larger sample of 1,479 researchers and students across fields, X.-K. Lyu et al. (2020) found that misinterpretation did not vary meaningfully by degree, field, or career stage, and that respondents were largely unaware of their errors.
- Badenes-Ribera et al. (2016) found the inverse-probability fallacy to be the most common error among academic psychologists in Italy and Chile, followed by the replication fallacy.
Table 4.1 summarises these studies using Table 2 of Gigerenzer (2018), showing the percentage of respondents in each sample who endorsed at least one of the six false statements in the quiz above.
| Sample | Study | N | Endorsed at least one false statement (%) |
|---|---|---|---|
| Professional | Oakes (1986) | 70 | 97 |
| Professional | Haller and Krauss (2002): statistics teachers | 30 | 80 |
| Professional | Haller and Krauss (2002): other professors of psychology | 39 | 90 |
| Professional | Badenes-Ribera et al. (2015) | 418 | 94 |
| Professional | Badenes-Ribera et al. (2016): methodology | 18 | 56 |
| Professional | Badenes-Ribera et al. (2016): other areas | 146 | 74 |
| Student | Haller and Krauss (2002) | 44 | 100 |
>90%
of psychology students and professors agree with one or more of these misinterpretations of significant p-values, most often by describing p as the probability that the results occurred by chance (see Gigerenzer, 2018 for review).
4.1.1.1 How much should we trust these prevalence estimates?
The direction of this literature is robust, but the precise percentages should be treated with some caution. The questionnaires consist entirely of false statements, which means they cannot distinguish a respondent who misunderstands p-values from one who is uncertain, reads the items charitably, or assumes that at least one statement must be true. McShane and Gal (2017) also note that, as worded, some items can be read as questions about unknown population parameters rather than about the observed result. Similar criticisms have been made of the equivalent questionnaire for confidence intervals (García-Pérez & Alcalá-Quintana, 2016; Miller & Ulrich, 2016). Figures such as “90–99% of researchers endorse at least one false statement” are therefore better read as evidence that misinterpretation is common across fields, career stages, and countries than as well-measured prevalence estimates.
4.1.2 Errors in intro to psych textbooks’ definitions
The errors are not confined to survey responses. They are also in the textbooks.
89%
of introductory psychology textbooks that defined or explained statistical significance did so incorrectly, most often by describing p as the probability that the results occurred by chance (Cassidy et al., 2019).
4.2 What a p-value is
It’s important to start by emphasizing that I and this book should not be considered the authoritative source of the definition and interpretation of p-values. For these, see the original sources cited below.
4.2.1 The formal definition
The definition found in most statistics textbooks descends from Fisher’s significance tests and is stated formally by Cox (2006). Choose a test statistic T that measures how far the data depart from what the null hypothesis predicts. The p-value is the probability, calculated assuming the null hypothesis is true, of obtaining a value of T at least as extreme as the one actually observed:
\[ p = P(T \geq t_{\text{obs}};\ H_0) \]
The semicolon rather than a conditional bar (|) is deliberate. In the frequentist framework \(H_0\) is not a random event with a probability of its own; it is an assumption under which the probability is calculated. Three ingredients are always involved:
- A test statistic, such as t, F, or χ², which summarises the data. For a two-sided test, T is the absolute value, e.g., |t|, so that departures in either direction count as extreme.
- A reference distribution for that statistic, derived by assuming \(H_0\) is true.
- A tail: the probability of the observed value or anything more extreme, not of the observed value alone.
Applied to the quiz scenario: if there were truly no difference between the population means, and the other assumptions of the t-test held, a t statistic at least as far from zero as 2.7 would arise in about 1.5% of repeated studies with 18 degrees of freedom. (The questionnaire’s p = .01 is rounded; the exact two-sided value for t(18) = 2.7 is .015.)
This definition is the key to every statement in the quiz. The p-value is calculated by assuming \(H_0\) is true, so it cannot also be the probability that \(H_0\) is true. As Greenland et al. (2016) put it, it is hard to see how a probability deduced from a set of assumptions could be the probability of those same assumptions.
4.2.1.1 “The model” is the null model
The American Statistical Association’s statement on p-values (Wasserstein & Lazar, 2016) gives an informal definition that is often quoted:
“the [long-run] probability under a specified statistical model that a statistical summary of the data … would be equal to or more extreme than its observed value.”
American Statistical Association’s statement on p-values (Wasserstein & Lazar, 2016).
Many readers initially struggle with what “a specified statistical model” refers to. It is not the researcher’s hypothesis, the alternative hypothesis, but rather the null model: the null hypothesis together with every other assumption needed to derive the reference distribution. The statement’s first principle makes this explicit, describing the most common context as “a model, constructed under a set of assumptions, together with a so-called ‘null hypothesis’”. For the independent-samples t-test in the quiz, the null model includes:
- The null hypothesis itself: the population means are equal.
- Distributional assumptions: the outcome is normally distributed within each group, with equal variances.
- Design assumptions: observations are independent, and participants were randomly sampled or randomly assigned.
- Analysis and reporting assumptions: the test was planned before seeing the data, and this p-value was not selected for reporting from among many because it was small.
Greenland et al. (2016) build this into their definition.
The p-value is “the [long-run] probability that the chosen test statistic would have been at least as large as its observed value if every model assumption were correct, including the test hypothesis.”
Greenland et al. (2016)
In their terms, \(H_0\) is just the one assumption that has been targeted for testing (the “test hypothesis”); the p-value itself tests all of them at once.
4.2.2 p-values as incompatibility with the null model
It follows that a p-value is best read as a measure of the (in)compatibility between the data and the whole null model. It runs from 0 (the data are completely incompatible with the null model) to 1 (the data are exactly what the null model predicts), so the smaller the p-value, the greater the incompatibility (Greenland et al., 2016).
Lakens (2022) puts the same idea in plainer terms: a p-value tells us how surprising the observed data would be if the null model were true. Surprise depends on what the null model predicts, not only on the size of the observed effect. With a larger sample, the null model predicts mean differences that cluster more tightly around zero, so the same observed difference is more surprising, and its p-value smaller, with 5,000 participants than with 50. Laken’s ebook and online course ‘Improving your Statistical Inferences’ is highly recommended!
- A small p-value says that the data would be unusual if every assumption of the null model were true. It does not say which assumption is false. \(H_0\) may be false, or the design may have been compromised, the distributional assumptions may not hold, or the result may have been selected for reporting because it was small.
- A large p-value says only that the data are not unusual under the null model. It does not show that \(H_0\) is true: the same data would also be unremarkable under many other hypotheses, and a large p-value can itself result from violated assumptions.
This is why selective reporting matters so much. The ASA statement notes that when many analyses are conducted and only some are reported, the reported p-values become “essentially uninterpretable” (Wasserstein & Lazar, 2016). In null-model terms, the assumption that the result was not chosen for its p-value has been violated, so the reference distribution no longer applies.
4.3 What many want p-values to be
Gigerenzer (2018) groups the six false statements in the quiz into three families of wishful thinking: the illusion of certainty (statements 1 and 3), Bayesian wishful thinking, better known as the inverse probability fallacy (statements 2, 4, and 5), and the replication delusion (statement 6). Each reflects something researchers would like a p-value to tell them, but that it cannot.
4.3.1 The illusion of certainty
Statements 1 and 3 treat a significant result as proof: that the null hypothesis has been “absolutely disproved”, or the experimental hypothesis “absolutely proved”. Few researchers would endorse this wording if asked directly, but the underlying intuition shows up whenever a significant result is described as having “shown” or “demonstrated” that an effect exists. The illusion has two parts.
Unusual is not impossible. A small p-value says that the data would be surprising if the null model were true, not that they could not have occurred under it. As Fisher (1935, as cited in Lakens, 2022) put it, the “one chance in a million” will occur with exactly its expected frequency, however surprised we are that it happens to us. This is why \(\alpha\) is a long-run error rate: when the null hypothesis is true, 5% of tests will still be significant at \(\alpha\) = .05, and nothing about any one of those results reveals that it is a false positive. Any single significant result may be one of them, which is why replication matters.
Rejecting the null hypothesis supports “some difference”, not your explanation of it. Even when a significant result correctly indicates that \(H_0\) is false, the statistical alternative it supports (“the population means differ”) is much weaker than the substantive hypothesis the researcher usually has in mind (“the population means differ because of my manipulation, via the mechanism I propose”). Confounds, demand characteristics, measurement artefacts, and many other explanations also predict a difference. A p-value cannot distinguish between them. The gap between what was tested statistically and what is claimed substantively is one of the most common sources of misalignment between an article’s results and its conclusions, and is discussed further in Chapter 16.
4.3.2 The inverse probability fallacy
Statements 2, 4, and 5 come from a mismatch between the question researchers want answered and the question a p-value actually answers.
What most researchers want to know:
Given my data,
how probable is it that my hypothesis is true?
This can be formalised as \(P(H_1 \mid D)\), the probability of the alternative hypothesis given the data. Because the null and alternative hypotheses are mutually exclusive and exhaustive (the effect is either zero or it is not), this is the same question as how probable the null hypothesis is, since \(P(H_1 \mid D) = 1 - P(H_0 \mid D)\).
What a p-value actually tells us:
Given that the null model is true,
how improbable is my data?
This can be formalised as \(P(D \mid H_0)\), the probability of the data given the null hypothesis. Here \(D\) is shorthand for “data at least as extreme as those observed”, and the conditional bar is used loosely for “assuming”, as it usually is in teaching (see the note on the semicolon above).
Significance testing then adds an inferential step that is not part of the probability calculation at all:
Given that the null model is true, how improbable is my data?
If very improbable, we will act as if the alternative hypothesis is true.
This decision rule is what \(\alpha\) controls: in the long run, no more than 5% of tests of true null hypotheses will be significant (given the test’s assumptions and no bias such as uncorrected multiple testing or p-hacking). It does not say how probable any particular hypothesis is.
The p-value, \(P(D \mid H_0)\), and the quantity researchers want, \(P(H_1 \mid D)\), differ in two ways, and misinterpretations usually slip across both at once:
- The direction of the conditional is reversed. \(P(D \mid H_0)\) is the probability of the data given the null; \(P(H_0 \mid D)\) is the probability of the null given the data. These can differ enormously. The probability that a person is a smoker given that they have lung cancer is high; the probability that a person has lung cancer given that they smoke is much lower. Treating one as the other is known as the inverse probability fallacy or the transposed conditional. Cohen (1994) made the same point with a syllogism: if a person is an American, they are probably not a member of Congress; this person is a member of Congress; therefore, they are probably not an American. The conclusion is plainly absurd, yet it has the same form as the reasoning behind rejecting \(H_0\) and concluding that \(H_0\) is probably false. A significance test tells us how improbable the data are if \(H_0\) is true, not how improbable \(H_0\) is given the data.
- The complement is then taken. Having read p as \(P(H_0 \mid D)\), it is a short step to reading \(1 - p\) as \(P(H_1 \mid D)\): “p = .01, so there is a 99% chance the effect is real.”
Quiz statement 2 is the first step: reading p as \(P(H_0 \mid D)\). Statement 4 is both steps: reading \(1 - p\) as \(P(H_1 \mid D)\). Statement 5 reads p as \(P(H_0 \mid \text{significant result})\), the probability that a rejection of \(H_0\) is mistaken. All three treat a probability of data as a probability of a hypothesis.
4.3.2.1 A common variant on the fallacy: “the probability that the results occurred by chance”
The most common error in introductory textbooks identified by Cassidy et al. (2019), and one of the most common ways p-values are described in published articles, is a version of the same fallacy: “p = .03 means there is a 3% probability that the results occurred by chance.”
This reverses the definition. To say that the results occurred by chance alone is to say that the null model is true: there is no effect in the population, every other assumption holds, and any pattern in the data is due only to random sampling variation. But the p-value is calculated by assuming exactly that. It therefore cannot also be the probability that it is true. In the notation above, “the probability that chance alone produced the results” is \(P(H_0 \mid D)\), whereas the p-value is \(P(D \mid H_0)\) (Greenland et al., 2016). The American Statistical Association’s statement rules this interpretation out explicitly: p-values do not measure “the probability that the data were produced by random chance alone” (Wasserstein & Lazar, 2016, p. 131).
The error often appears in a softer form that drops the word “alone”, such as “the probability that the result is due to chance” or “the probability that the difference is a fluke”. Greenland et al. (2016) note that this makes the statement more ambiguous but no less wrong. When assessing an article, it is worth comparing the wording to a correct version:
- Incorrect: “There is a 3% probability that these results are due to chance.”
- Correct: “If there were no true effect and the other assumptions of the test held, results at least as extreme as these would be expected 3% of the time.”
The correct version is longer and less satisfying, because it answers a less interesting question. That is precisely why the incorrect version is so common.
4.3.3 The replication delusion
Statement 6 reads 1 − p as the probability that a significant result would be obtained again if the study were repeated: p = .01, so a replication will succeed 99% of the time. Gigerenzer (2018) calls this the replication delusion. As noted above, 42 of the 70 academic psychologists surveyed by Oakes (1986) endorsed it (Cohen, 1994).
The probability that a replication will be significant has nothing to do with 1 − p. It is the replication’s statistical power, which depends on the true effect size and the replication’s sample size, neither of which the p-value tells us. Even in the most favourable case, where the observed effect is exactly the true effect, the probability of a significant exact replication is much lower than 1 − p suggests (Goodman, 1992):
- An original result of p = .05 has only a 50% chance of being replicated at p < .05.
- p = .01 has a 73% chance (not 99%).
- p = .005 has an 80% chance.
- p = .001 has a 91% chance.
In practice the true figures are usually lower, because significant results tend to overestimate the true effect: studies are more likely to cross the significance threshold, and to be published, when chance has inflated the observed effect. This is one reason that large-scale replication projects have found replication rates well below what the original p-values would suggest, as discussed in Section 4.4.1.
The replication delusion also connects to how p-values are distributed, which is the subject of the next section: the variability of p-values across exact replications is far greater than most researchers expect.
4.3.4 Alternatives to frequentist p-values: Bayes’ theorem
It is possible to get from \(P(D \mid H_0)\) to \(P(H_0 \mid D)\), and hence to \(P(H_1 \mid D)\), but only with additional information, using Bayes’ theorem:
\[ P(H_0 \mid D) = \frac{P(D \mid H_0)\,P(H_0)}{P(D \mid H_0)\,P(H_0) + P(D \mid H_1)\,P(H_1)} \]
\[ P(H_1 \mid D) = 1 - P(H_0 \mid D) \]
The p-value supplies only one of the terms, \(P(D \mid H_0)\). Two further things are needed that a significance test does not use:
- The prior probability of each hypothesis, \(P(H_0)\) and \(P(H_1) = 1 - P(H_0)\): how plausible the null was before the data were collected.
- The probability of the data if the alternative is true, \(P(D \mid H_1)\). This is harder than it looks, because \(H_1\) (“the effect is not zero”) covers every possible non-zero effect size, and \(P(D \mid H_1)\) is different for each. It can only be calculated by assuming a particular effect size or a distribution of plausible effect sizes.
If \(D\) is defined as “a significant result” rather than “data at least as extreme as those observed”, these terms become familiar: \(P(D \mid H_0) = \alpha\), and \(P(D \mid H_1)\) is the study’s statistical power at the assumed effect size. \(P(H_0 \mid D)\) is then the probability that a significant result is a false positive, which depends on power and on the prior probability of \(H_0\) as much as on \(\alpha\).
Frequentist methods treat hypotheses as fixed states of the world rather than as things with probabilities, so they deliberately leave the prior out, and with it any answer to \(P(H_1 \mid D)\).
This lesson and course is not on frequentist vs. Bayesian approaches to Null Hypothesis Significance Testing - I mention it only to give you some awareness of where pursuing these questions lead to and where you could learn more if you are interested (e.g., Kruschke, 2015; McElreath, 2020). The point is that p-values cannot, by themselves, give the answer to researcher’s most common or intuitive questions. So, researchers have three options:
- Change our statistical methods to answer our chosen question.
- Stick with frequentist p-values and reconsider the questions we are (implicitly) asking.
- Keep misinterpreting p-values. [not this one, please]
4.4 How p-values are distributed
A good test of whether we understand p-values is whether we can say how they behave across many studies. Most researchers cannot answer two simple questions: if we ran the same study many times, what would the distribution of p-values look like (a) when the null hypothesis is true, and (b) when the alternative hypothesis is true?
- When \(H_0\) is true (and the other assumptions of the null model hold), p-values are uniformly distributed between 0 and 1. Every value is equally likely. This follows directly from the definition: 5% of p-values fall below .05, 1% below .01, and 10% below .10. There is nothing special about .05; it is simply where we have chosen to draw the line.
- When \(H_1\) is true, p-values are skewed towards zero, and increasingly so as the true effect size or the sample size increases. The proportion that fall below .05 is, by definition, the study’s statistical power.
Explore this with the plot below. Set the effect size to 0 to see the uniform distribution under \(H_0\), then increase the effect size or sample size and watch the p-values pile up near zero. The dashed line shows what the distribution would be if \(H_0\) were true.
For a fuller version, including the distribution of p-values for any power and the option to simulate studies one at a time, see Kristoffer Magnusson’s interactive visualisation at rpsychologist.com/d3/pdist.
4.4.0.1 The dance of the p-values
The distribution in the plot above is also what we would see if we repeated the same study many times: same design, same sample size, same true effect. Each repetition gives a different p-value, and the spread is much wider than most researchers expect. With 50% power, an exact replication of a study could easily produce anything from p < .001 to p > .50. Cumming (2008) called this the “dance of the p-values”. In one simulation of 25 repetitions of a typical experiment, p ranged from below .001 to .76. He showed that if an initial experiment gives a two-tailed p of .05, there is an 80% chance that the one-tailed p-value from an exact replication will fall anywhere between .00008 and .44, and that this interval is just as wide whatever the sample size.
The plot below lets you watch the dance. Each new study is an exact replication with the same true effect and sample size. The left panel shows each study’s estimated effect size and its 95% confidence interval; the right panel shows its p-value. Notice how much the p-values jump around, even though nothing about the study is changing, and how the confidence intervals convey the same uncertainty much more honestly. By default the true effect is zero, so the p-values are spread evenly between 0 and 1, and every significant result is a false positive. Then try a true effect of d = 0.5, which with 32 participants per group gives about 50% power: the p-values shift towards zero, but still dance across almost the whole range.
A single p-value, in other words, tells us surprisingly little about what the next study will find. This is the replication delusion (Section 4.3.3) seen from the other side. And the dance happens even here, where every assumption of the null model other than \(H_0\) holds by construction (Section 4.2.1.1). A surprising p-value on its own therefore cannot distinguish chance from a failed assumption, which is why, for trustworthiness assessment, patterns across many results matter more than any single value.
For a fuller version, Kristoffer Magnusson’s simulation of p-values lets you draw samples from a population one at a time and see how much the p-value jumps around from sample to sample, as well as the effects of p-hacking and publication bias on the results.
4.4.0.2 Optional stopping: the dance within a single study
The studies in the plot above were independent replications. The p-value also dances within a single study as data accumulate, and this creates a particularly seductive form of p-hacking: optional stopping, or checking the results as participants are added and stopping data collection once p < .05. This was one of the practices Simmons et al. (2011) showed could inflate false positive rates, and its effects have been known since at least Armitage et al. (1969).
In the simulation below, a single study starts with 5 participants per group (a total N of 10) and adds one more participant to each group at a time, up to a total N of 100. After each new pair of participants, the researcher runs a t-test and stops as soon as p falls below .05. By default there is no true effect.
Run it a few times. Often the p-value never falls below .05. But with no true effect, simulations show that about 28% of studies run this way cross .05 at some point before reaching a total N of 100, compared with the 5% false positive rate that a single test at a fixed sample size would give.
Watch the path of the p-value in the runs that do stop. It often drifts steadily downwards over many additions before crossing .05, which looks like an effect gradually emerging as the sample grows. From inside the study, stopping at that point feels like the natural conclusion of a trend: the evidence was accumulating, and it finally became clear. But that impression is created by the stopping rule itself. Because data collection ends at the first point below .05, the researcher only ever sees the part of the path that ends in significance, never what would have come next. Press “Continue data collection” and, when there is no true effect, the p-value usually wanders back up: in simulations with these settings, about 70% of the later checks in studies that would have stopped were nonsignificant, and only about 5% of studies were significant at the full sample size, exactly as expected for a single test. The “trend” was a random walk, cut off at a convenient moment.
Notice also the effect size at the stopping point. Because the study stops at the moment chance has pushed the estimate far enough from zero to be significant, the reported effect size is typically inflated, often far above the true value, and it shrinks back towards the truth as data collection continues. This is the same mechanism that makes significant results overestimate effects in general (Section 4.3.3), concentrated into a single study.
The effect size panel tells the same story more honestly. As data accumulate, the confidence interval narrows steadily around the true effect, regardless of where the p-value happens to be. With a true effect (try d = 0.3), the p-value does head towards zero and stay there as the sample grows, because the null model really is false. The problem with optional stopping is that, with the stopping rule in place, the two situations can produce results that look the same.
This does not mean that looking at data as they accumulate is illegitimate. Sequential designs that plan the number of looks in advance and adjust the significance threshold at each one keep the false positive rate at its nominal level, and can be more efficient than fixed designs (Lakens, 2014). The problem is unplanned and undisclosed peeking, which violates the null model’s assumption that the analysis was planned before seeing the data (Section 4.2.1.1).
4.4.1 Barely significant p-values
p-values between about .02 and .05 count as statistically significant (when using the default \(\alpha\) = .05), and they are very common in the published literature. But if we take the distribution of p-values seriously, they are surprisingly rare in well-powered studies of true effects. Bogdan (2025) referred to these as ‘fragile’ p-values. Use the calculator in Table 4.2 to see what proportion of significant results should be fragile, or strong, for a given level of power. It starts with a well-powered study (95% power), where only about 5% of significant results fall between .02 and .05; try lowering the power to see how quickly this changes. Then try raising the power to 99%: a fragile p-value then becomes more probable under \(H_0\) than under \(H_1\) (Lakens, 2015, 2022).
In a well-powered study of a real effect, most significant p-values are very small. Barely significant p-values are the typical outcome of low power, or of a true null hypothesis, where they make up 60% of significant results. At very high power, a p-value between .04 and .05 is actually more likely when \(H_0\) is true than when \(H_1\) is true (Lakens, 2015, 2022).
Both sides of a well-known debate about significance thresholds accept this. Benjamin et al. (2018), in proposing to “redefine statistical significance” from .05 to .005, pointed out that a two-sided p of .05 corresponds to a Bayes factor of only about 2.5 to 3.4 in favour of \(H_1\), which is weak evidence, and that in replication projects the replication rate was roughly twice as high for original studies with p < .005 as for those with .005 < p < .05 (50% vs. 24% in psychology). Lakens et al. (2018), replying that researchers should instead “justify your alpha”, agreed that replication rates were lower for p-values just below .05, but argued that this difference is likely confounded by p-hacking rather than reflecting the evidential value of those p-values alone.
The replication evidence is consistent across projects. In the Reproducibility Project: Psychology (Open Science Collaboration, 2015), 63% (20 of 32) of original studies with p < .001 produced a significant result when replicated, compared with 41% (26 of 63) with p < .02, 26% (6 of 23) with .02 < p < .04, and 18% (2 of 11) with p > .04. Similarly, across 103 replications in large-scale replication projects, Gordon et al. (2021) found that 74% of original findings with p ≤ .005 replicated, compared with 28% of those with p > .005. At the level of whole articles, Bogdan (2025) found that the percentage of an article’s significant p-values that were fragile predicted whether its findings replicated, across 113 replication attempts.
Despite this, barely significant results are over-represented in the published literature. Leggett et al. (2013) found that “just significant” results had become more common over time. In the largest analysis to date, Bogdan (2025) extracted p-values from 240,355 empirical psychology articles published between 2004 and 2024 and calculated the percentage of each article’s significant p-values that were “fragile” (.01 ≤ p < .05). Before the replication crisis (2004–2011), 32% of significant p-values were fragile, well above the 26% expected if studies had 80% power. This has since fallen to about 26%, in line with increasing sample sizes, although many individual articles still report mostly fragile results. More broadly, published literatures contain far more significant results than their statistical power could produce. Scheel et al. (2021) found that 96% of a random sample of standard psychology articles reported support for their first hypothesis, compared with 44% of Registered Reports, where the decision to publish is made before the results are known. Within individual multi-study articles, the same problem can be tested directly: if each of four studies has 50% power, the probability that all four produce a significant result is only 6%; even at 80% power it is 41% (Lakens & Etz, 2017; Schimmack, 2012). Using this logic, known as the test of excess significance (Ioannidis & Trikalinos, 2007), Francis (2014) found that 82% of articles with four or more experiments published in Psychological Science between 2009 and 2012 reported more significant results than their power could plausibly produce, and Francis et al. (2014) found the same for 83% of qualifying psychology articles in Science.
The underlying message was put memorably by Rosnow and Rosenthal (1989, p. 1277):
“Surely, God loves the .06 nearly as much as the .05.”
Rosnow and Rosenthal (1989)
They meant that .05 is an arbitrary line and that p = .06 should not be dismissed where p < .05 is accepted as meaningful evidence. However, the distribution of p-values suggests a less comforting corollary: in a well-powered study of a true effect, neither .05 nor .06 is a very likely outcome. Perhaps God loves neither very much.
4.4.2 Marginally significant p-values
The mirror image of the barely significant result is the marginally significant one: a p-value just above .05 that is described as if it were nearly significant, for example as “approaching significance” or “a trend towards significance”. This allows authors to have it both ways, acknowledging that the result did not meet the threshold while still treating it as support for their hypothesis.
The practice is common. Olsson-Collentine et al. (2019) extracted 42,504 p-values between .05 and .10 from 44,200 articles in APA journals published between 1985 and 2016, and found that almost 40% were described as marginally significant, ranging from 30% in clinical psychology to 45% in organisational psychology. Pritschet et al. (2016) examined over 1,500 articles in top cognitive, developmental, and social psychology journals between 1970 and 2010. In 1970, 18% of articles described at least one p-value as marginally significant; by 2000 it was 52%, and in social psychology a majority of articles did so in both 2000 (59%) and 2010 (54%). Although most of these p-values fell between .05 and .10, values as large as .18 were sometimes described as marginally significant. The larger analysis by Olsson-Collentine et al. (2019) did not find this increasing trend from 1985 onwards, but both studies agree that the practice is common. Otte et al. (2022) searched 567,758 randomised controlled trials published between 1990 and 2020 and found phrases describing “almost significant” results in 8.65% of them; the most common were “marginally significant”, “all but significant”, “a nonsignificant trend”, “failed to reach statistical significance”, and “a strong trend”.
The phrases Otte et al. searched for came from a list of over 500 compiled from the published literature by Matthew Hankins under the title Still not significant. The list is worth reading in full, both as a catalogue of euphemisms to watch for and as a funny read. Examples range from “a borderline significant trend (p = .09)” to “a clear tendency to significance (p = .052)”.
The evidential problem is the same as for barely significant results, only worse. At 80% power, a p-value between .05 and .10 is only about 1.5 times as likely under \(H_1\) as under \(H_0\), and at 95% power it is less likely under \(H_1\) than under \(H_0\). Olsson-Collentine et al. (2019) accordingly recommended against describing such results as marginally significant. Benjamin et al. (2018) went further, proposing that even results with .005 < p < .05 should be called “suggestive” rather than significant.
4.4.3 Bias: p-value distributions that cannot occur naturally
Because unbiased p-values are either flat (under \(H_0\)) or skewed towards zero (under \(H_1\)), there is no natural way for a collection of p-values to cluster just below .05. In null-model terms (Section 4.2.1.1), this is what the distribution looks like when the analysis and reporting assumptions fail: if the analysis was chosen, or the result selected, because of its p-value, the reference distribution no longer applies and p-values are no longer uniform even when \(H_0\) is true. And yet, reported p-values in the literature often look like this. In their seminal article, Masicampo and Lalande (2012) reported such a “peculiar prevalence” of p-values just below .05 in three psychology journals. In a much larger sample of 258,050 p-values from eight psychology journals, Hartgerink et al. (2016) also found a bump just below .05 among exactly reported p-values, in three of the journals. However, the bump largely disappeared when p-values were recalculated from the reported test statistics, suggesting that much of it arises in how p-values are reported rather than in the underlying results.
Publication bias alone cannot produce this pattern: withholding nonsignificant results thins the distribution above .05, but cannot create a pile-up just below it (Hartgerink et al., 2016). That requires results to be moved across the threshold, whether through p-hacking, misreporting, or fabrication. Hartgerink et al.’s data point to misreporting as one contributor. Of the p-values reported as exactly .05, 67% were larger than .05 when recalculated from their test statistics, and 14% were larger than .055, so could not have been legitimately rounded to .05. Such downward rounding was more common for p = .05 than for p = .04, .03, or .02 (50–54%), suggesting that it is concentrated at the threshold for significance. They described this as direct evidence of the questionable research practice of “incorrect rounding of p-values” (John et al., 2012). The same asymmetry appears in reporting errors more generally: Nuijten et al. (2016) found that grossly inconsistent p-values (where the reported p-value and the one implied by the test statistic fall on opposite sides of .05) were more common among p-values reported as significant (1.56%) than among those reported as nonsignificant (0.97%), which they suggested could indicate a systematic bias in favour of significant results. Whether any individual case is careless or strategic cannot be determined from the numbers alone. But no conventional rounding rule turns .058 into .05.
Figure 4.1 illustrates what this kind of distortion looks like. It shows a hypothetical literature in which half of the tested hypotheses are true and studies have 50% power. The dashed line shows the distribution of p-values we would expect without bias. The bars show what happens if 30% of the results that would have fallen between .05 and .10 are instead nudged to just below .05, for example by trying a different outlier exclusion rule or adding a covariate: a dip above the threshold and a bump just below it.
Similar distortions are not limited to p-values. Wherever a rule-of-thumb threshold determines whether a result is considered acceptable, there is pressure to meet it. Hussey et al. (2025) found a similar excess of Cronbach’s α values at the conventional .70 threshold for acceptable reliability, across more than 180,000 α values from the general psychology literature, the industrial and organisational psychology literature, and the APA’s PsycTests database.
It is important to be clear about the scope of this for trustworthiness assessment. p-hacking and publication bias are serious problems for the field, and their signatures are visible when many p-values are pooled across a literature. But they are very difficult to establish for any individual article: a single study that was p-hacked and one that was not can report exactly the same results, and a missing file drawer leaves no trace in the articles that were published. For this reason, detecting p-hacking and publication bias is not covered directly in this book as part of trustworthiness assessment. The methods in later chapters focus instead on what can be checked within an article, such as whether its reported results are possible and internally consistent.
Influential studies on sources of bias in p-values:
- p-hacking. Simmons et al. (2011), “False-positive psychology”, is the seminal text on p-hacking. Using simulations and a deliberately absurd example study, it showed how a handful of common and individually defensible analytic choices (collecting more data after checking the results, choosing among dependent variables, adding covariates, dropping conditions) can push the false positive rate far above the nominal 5%. Stefan and Schönbrodt (2023) compiled a compendium of 12 p-hacking strategies from the literature and simulated the impact of each on false positive rates. Their accompanying interactive web app lets you explore how each strategy affects false positive rates and the distribution of p-values.
- Publication bias. Sterling (1959) was the first to document that almost all articles in psychology journals using significance tests reported significant results. Rosenthal (1979) named the resulting “file drawer problem”: if nonsignificant results are more likely to stay in researchers’ file drawers, the published literature can be made up disproportionately of the Type I errors, and meta-analyses of the published literature will tend to overestimate effects. The file drawer effect is almost universally recognised, but it was not until relatively recently that it was directly estimated: Franco et al. (2014) were able to observe the file drawer directly, by following a complete set of preregistered survey experiments and showing that studies with null results were far less likely to be written up and published than those with strong results.
4.4.4 Detecting biased p-values
The shape of a set of significant p-values is also the basis of methods that aim to diagnose a given literature: p-curve, which tests for “evidential value” and p-hacking and estimates effect sizes corrected for publication bias (Simonsohn et al., 2014a, 2014b), and Z-curve, which estimates the expected replication and discovery rates of a set of studies (Bartoš & Schimmack, 2022; Brunner & Schimmack, 2020). Both methods are widely used, and both have been seriously criticised.
- p-curve. Several forms of p-hacking do not produce the left-skewed distribution that p-curve looks for. Ulrich and Miller (2015) showed this for selecting among multiple analyses, prompting a revised version of the method (Simonsohn et al., 2015). Bishop and Thompson (2016) showed it for selectively reporting among uncorrelated outcome variables. Conversely, a right-skewed p-curve does not guarantee true effects: in observational research, even minimal confounding makes true effects indistinguishable from p-hacked null effects (Bruns & Ioannidis, 2016), and a left-skewed curve can arise from selective non-reporting even when all effects are real (Erdfelder & Heck, 2019). Its effect size estimates are biased under moderate to large heterogeneity (McShane et al., 2016; van Aert et al., 2016). Most recently, Morey and Davis-Stober (2026) showed that the p-curve tests lack basic properties expected of statistical tests, and recommended against using them.
- Z-curve. Pek et al. (2026) argued that z-curve’s expected discovery rate has no clear link to credibility, that its estimators can be biased and inconsistent, and that most published applications do not check its assumptions (e.g., independent p-values from focal tests). They recommended against using it to evaluate research findings. Schimmack and Soto (2026) replied that these limitations apply to selection models in general, not to z-curve specifically.
Given this unresolved debate and, more importantly, the fact that these methods can only be applied to a large number of papers (e.g., a literature on a given effect), these methods are not covered further in this book, which focuses on methods for detecting impossible or implausible results within individual articles.
4.5 Implications for trustworthiness assessment
Understanding what a p-value is, and how p-values behave, matters for trustworthiness assessment in four ways.
1. Interpretations of p-values are claims that can be checked. Reading p as the probability that \(H_0\) is true, treating a “marginally significant” result as support for a hypothesis, or treating a fragile p-value as strong evidence are all misalignments between an article’s results and its conclusions. Detecting them requires no access to data, only a careful reading of how the results are described. Chapter 7 covers common misinterpretations in detail.
2. A p-value is only as trustworthy as its null model. Because a p-value tests every assumption of the null model at once (Section 4.2.1.1), it is informative about \(H_0\) only to the extent that the other assumptions are credible: that the design was as described, that the analysis was planned rather than selected, and that the reported results are the ones that were obtained. Much of the rest of this book can be read as methods for checking those other assumptions.
3. Reported p-values can be checked against their test statistics. The bump just below .05 largely disappeared when Hartgerink et al. (2016) recalculated p-values from the reported test statistics, and one in eight articles contains a p-value whose inconsistency with its test statistic could change the conclusion (Nuijten et al., 2016). Unlike the distribution of p-values across a literature, this check works within a single article: every reported p-value can be recalculated from its test statistic and degrees of freedom. Chapter 10 covers how.
4. Distributions of p-values are flags, not verdicts. A set of results clustered just below (or just above) .05 is one of the fingerprints of a low-powered or biased literature, and it predicts poor replicability (Section 4.4.1).
For an individual article, however, this is a weaker signal. Any single p-value between .02 and .05 is entirely possible under honest research practices, whether because the study had modest power or simply by chance. The signal lies in patterns across many results: for example, when all of an article’s key results fall between .02 and .05, or when a multi-study article reports more significant results than its power could plausibly produce. In null-model terms (Section 4.2.1.1), such a pattern is evidence that some assumption of the null model has failed, and it points to the analysis and reporting assumptions rather than to \(H_0\) itself: true effects studied with adequate power do not produce clusters of fragile p-values, but selective analysis and reporting do. Even then, excess-significance tests depend on judgements about which experiments and tests bear on the same claim, and on power estimated from the same, possibly inflated, effect sizes. For example, van Boxtel and Koch (2016) argued that Francis (2014) had wrongly flagged their article by including experiments and tests that did not bear on their central hypothesis, and that similar inclusion decisions could affect 34 of the 44 articles he analysed. Francis (2016) replied that the tests he included were those the original authors had themselves used to support their theoretical claims, and that the appearance of excess success remained. Such patterns are therefore best treated as a reason to look more closely, using the methods in the rest of this book, rather than as a conclusion in themselves.