How do I interpret test statistics?

Written by Prof. Wolf
Updated 4 months ago

The short answer: You don't have to.

The longer answer: The test statistic, together with its (approximate) distribution under the null hypothesis are "means to the end" of computing the p-value, which is all the user needs eventually to understand the outcome (or the decision) of a test.

The value of the test statistic itself is provided as a "bonus" to those users more versed in statistical methodology, and who would like to see it in addition to the p-value. But it does not add any real (further) value, pun intended.

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