A First Course in Statistics, 12th Edition

6.3 Observed Significance Levels: p-Values

According to the statistical test procedure described in Section 6.2, the rejection region and, correspondingly, the value of $\alpha$ are selected prior to conducting the test, and the conclusions are stated in terms of rejecting or not rejecting the null hypothesis. A second method of presenting the results of a statistical test is one that reports the extent to which the test statistic disagrees with the null hypothesis and leaves to the reader the task of deciding whether to reject the null hypothesis. This measure of disagreement is called the observed significance level (or p-value) for the test.

The observed significance level, or p-value, for a specific statistical test is the probability (assuming ...