Statistical significance

When teaching my Applied Statistics class, I’ll often use the following xkcd comic to reinforce the meaning of statistical significance.

significant

The idea that’s being communicated is that, when performing an hypothesis test, the observed significance level P is the probability that the null hypothesis is correct due to dumb luck as opposed to a real effect (the alternative hypothesis). So if the significance level is really about 0.05 and the experiment is repeated about 20 times, it wouldn’t be surprising for one of those experiments to falsely reject the null hypothesis.

In practice, statisticians use the Bonferroni correction when performing multiple simultaneous tests to avoid the erroneous conclusion displayed in the comic.

Source: http://www.xkcd.com/882/

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