The p-value is defined as the probability, under the assumption of the null hypothesis H, of obtaining a result equal to or more extreme than what was actually observed.
A p-value lower than a threshold level of significance α means either that the null hypothesis is true and a highly improbable event has occurred, or that the null hypothesis is false.
Does this definition apply to any single measured data point of the sample or only to the "mean" (statistics) of the sample?
I've always thought this methodology is confusing.
This question is not exactly the same as other p-value questions you can find at stackexchange.