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Statistical significance is the probability that an effect is not due to just chance alone.^{[1]}^{[2]} It is an integral part of statistical hypothesis testing where it is used as an important value judgment. In statistics, a result is considered significant not because it is important or meaningful, but because it has been predicted as unlikely to have occurred by chance alone.^{[3]}
The presentday concept of statistical significance originated from Ronald Fisher when he developed statistical hypothesis testing in the early 20^{th} century.^{[4]}^{[5]}^{[6]} These tests are used to determine which outcomes of a study would lead to a rejection of the null hypothesis based on a prespecified low probability threshold called pvalues, which can help an investigator to decide if a result contains sufficient information to cast doubt on the null hypothesis.^{[7]}
Pvalues are often coupled to a significance or alpha (α) level, which is also set ahead of time, usually at 0.05 (5%).^{[7]} Thus, if a pvalue was found to be less than 0.05, then the result would be considered statistically significant and the null hypothesis would be rejected.
The presentday concept of statistical significance originated by Ronald Fisher when he developed statistical hypothesis testing, which he described as "tests of significance," in his 1925 publication, Statistical Methods for Research Workers.^{[4]}^{[5]}^{[6]} Fisher suggested a probability of oneintwenty (0.05) as a convenient cutoff level to reject the null hypothesis.^{[8]} In their 1933 paper, Jerzy Neyman and Egon Pearson recommended that the significance level (e.g., 0.05), which they called α, be set ahead of time, prior to any data collection.^{[8]}^{[9]}
Despite his suggestion of 0.05 as a significance level, Fisher did not intend this cutoff value to be fixed and in his 1956 publication, Statistical methods and scientific inference, he even recommended that significant levels be set according to specific circumstances.^{[8]}
Statistical significance plays a pivotal role in statistical hypothesis testing where it is used to determine if a null hypothesis can be rejected or retained. A null hypothesis is the general or default statement that nothing happened or changed.^{[10]} For a null hypothesis to be rejected as false, the result has to be identified as being statistically significant, i.e., unlikely to have occurred by chance alone.
To determine if a result is statistically significant, a researcher would have to calculate a pvalue, which is the probability of observing an effect given that the null hypothesis is true.^{[11]} The null hypothesis is rejected if the pvalue is less than the significance or α level. The α level is the probability of rejecting the null hypothesis when it is true (type I error) and is usually set at 0.05 (5%), which is the most widely used.^{[2]} If the α level is 0.05, then the probability of committing a type I error is 5%.^{[12]} Thus, a statistically significant result is one in which the pvalue for obtaining that result is less than 5%, which is formally written as p < 0.05^{[12]}
If the α level is set at 0.05, it means that the rejection region comprises 5% of the sampling distribution.^{[13]} This 5% can be allocated to one side of the sampling distribution as in a onetailed test or partitioned to both sides of the distribution as in a twotailed test, with each tail (or rejection region) comprising 2.5%. Onetailed tests are more powerful than twotailed tests, as a null hypothesis can be rejected with a less extreme result.
In specific fields such as particle physics and manufacturing, statistical significance is often expressed in units of standard deviation or sigma (σ) of a normal distribution, with significance thresholds set at a much stricter level (e.g., 5 sigma).^{[14]}^{[15]} For instance, the certainty of the Higgs boson particle's existence was based on the 5sigma criterion, which corresponds to a pvalue of about 1 in 3.5 million.^{[15]}^{[16]}
Researchers focusing solely on whether their results are statistically significant might report findings that are not necessarily substantive.^{[17]} To gauge the research significance of their result, researchers are also encouraged to report the effectsize along with pvalues, as the former describes the strength of an effect such as the distance between two means and the correlation between two variables.^{[18]} pvalues violate the likelihood principle.^{[19]}
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