I was trying to learn the usage of p-value in Multiple Regression Analysis. I have found the following sentence which meaning is not clear to me.

If the null hypothesis is true (b1=0), the chance of us getting a sample AS EXTREME AS we did.

I found another sentence like above.

The P value is the probability of seeing a result AS EXTREME AS the one you are getting (a t value as large as yours) in a collection of random data in which the variable had no effect.

I found this sentence in this link.

The meaning of AS EXTREME AS for this case is not clear to me at all. Since English is my second language, I cannot understand how the statements stated above explain the importance and usage of p-value.

I would be grateful if anyone would explain the above statements in such a way that a non-native speaker of English can easily understand the actual sense.

  • $\begingroup$ The p-value is the "chance" of obtaining the sample you got if your coefficients where 0. When the p-value is small, it means hardly you would obtain the sample if you have with a coefficient 0, then it must be different of 0. $\endgroup$
    – Bruna w
    Nov 23, 2017 at 14:16
  • 2
    $\begingroup$ @Brunaw: No it's not - see the linked duplicates. $\endgroup$ Nov 23, 2017 at 14:22


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