p-value vs. t-value
When conducting statistical analyses, especially hypothesis testing, it is easy to get confused about the different parameters and how they relate to each other. In this article, you can find answers about the meaning and connection of:
- t-test and p-value;
- t-value vs. p-value;
- t-statistic vs. p-value; and
- p-value vs test statistic.
No need to wonder anymore — let's dive in and clear things up!
The t-test is used to test hypotheses and determine whether a statistically significant difference exists between the means of two data sets. In other words, it checks how different both groups are from one another, and whether that difference can be linked to a true effect. One of the results you receive after this test is a t-value, which we'll look at more closely in the next section, along with degrees of freedom.
Depending on the nature of the data and the purpose of statistical testing, there are three types of t-tests you can use:
- One-sample t-test — comparing a single group to the population mean;
- Two-sample t-test — comparing the mean of 2 unrelated groups; and
- Paired t-test — comparing the mean within the group.
In order to run a t-test, you only need to have the following data:
- The mean difference — the difference between the mean values from each group;
- The standard deviation — of both groups; and
- The sample size — of each dataset.
Then, you can enter your data into our t-test calculator. If you have a larger sample size, you may also use our z-test calculator.
The t-value shows how far your sample mean is from the hypothesized mean, measured in units of standard error. The t-value is calculated from the t-test, which, depending on the type, differs in its formula.
In the one-sample t-test, the t-value is calculated like so:
where:
- xˉ — Sample mean;
- μ — Population mean;
- s — Sample standard deviation; and
- n — Sample size.
For the two sample t-test:
where:
- xˉ1, xˉ2 — Sample means;
- sp — Pooled standard deviation; and
- n1, n2 — Sample sizes.
For the paired t-test:
where:
- dˉ — Mean of the differences between paired observations;
- sd — Standard deviation of the differences; and
- n — Number of pairs.
The bigger the t-value, the stronger the evidence that the groups are different, which usually results in a smaller p-value. A smaller t-value, on the other hand, suggests the groups are more similar. The sample size also impacts how small or large the p-value becomes.
While the t-value shows the difference from the group means, the p-value uses that measured distance to calculate the probability. With the t-value and degrees of freedom derived from the t-test, you can then determine the p-value. But what "extra" does the p-value give you? Well, it is an established threshold to determine whether you can or cannot dispute the null hypothesis.
The p-value, or probability value, tells you the probability of getting a result at least as extreme as yours if the null hypothesis were true. The null hypothesis (N0) claims that the results occurred by mere chance and that there is no true effect attributed to your observed data. Let's see how that looks in practice:
- A small p-value (usually <0.05) — your results can be considered statistically significant (true effect likely);
- A larger p-value (usually >0.05) — the evidence is too weak to reject N0 (the difference is not unusual enough to exclude chance).
You could therefore say that the t-value describes your data, and the p-value helps you interpret it.
💡 For more information, you can check out our p-value calculator.
Now that we have a good understanding of the t-value (or t-statistic) and the p-value, let's summarize the main points. Have a look at the comparison table of t-statistics vs. p-value below:
p-value | t-value |
---|---|
Calculates the probability of getting a result at least as extreme as yours under the assumption of N0 | Measures the distance of the sample mean from the hypothesised mean (in standard error) |
Calculated from the t-value and degrees of freedom | Calculated from data via the t-test |
Determines whether the difference is statistically significant | Describes how unusual your samples are under H0 |
Data interpretation (accept/reject H0) | Data description (difference of group means) |
A t-value (or t-statistic) is a statistic used in hypothesis testing. It is calculated from a t-test and describes how far your sample mean is from the hypothesized population mean, measured in units of the standard error. In other words, it shows how many standard errors your observed result is away from what you’d expect under the null hypothesis. A larger absolute t-value indicates a greater difference between your sample mean and the reference (or hypothesized) mean, which may suggest stronger evidence against the null hypothesis.
You can calculate a t-value by the t-test, where you take the difference between what you observed and what you expected under the null hypothesis. Then you need to divide that by the standard error of the difference. The general formula looks like this:
t-value = (observed difference – expected difference) / standard error of the difference
If you want to find a p-value from t-statistics, you need to follow these steps:
- Determine the degrees of freedom for your test — this depends on the kind of t-test you performed (one-sample/two-sample or paired t-test);
- Decide whether the test is one-tailed or two-tailed — one-tailed if you're testing for a difference in a specific direction, or two-tailed if you're testing for any difference; and
- Use the t-distribution and degrees of freedom to find the probability of getting a t-value at least as extreme as the one you observed — take the area in a relevant tail in a one-tailed test or double one area beyond ∣𝑡∣ in a two-tailed test.
The t-test is used to test hypotheses and determine if there's a statistically significant difference between the means of two data sets. It shows whether the observed difference reflects a real effect or is due to chance. Using the t-test, you can calculate the t-value and degrees of freedom. Depending on the purpose, there are three kinds of t-tests you can perform:
-
One-sample t-test — compares a single group to a population mean;
-
Two-sample t-test — compares two independent groups; and
-
Paired t-test — compares means within the same group at different times or conditions.
This article was written by Julia Kopczyńska and reviewed by Steven Wooding.