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Statement: The lower the p-value corresponding to some test statistic, the greater the evidence against the null hypothesis.

I see this statement everywhere, I would argue that this statement is false for the simple reason that "evidence against the null hypothesis" can only translate into its probabilistic equivalent $P(\text{null hypothesis being true| the data})$. Ofcourse this probability must be unknown because p-values deal with the reverse conditional probability--- the test statistic exceeding the observed value assuming that the null is true.

Stephan Kolassa
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  • Good question. A duplicate, though. [Try this search, too.](https://stats.stackexchange.com/search?q=%5Bstatistical-significance%5D+%5Bp-value%5D+%22evidence+against%22) – Stephan Kolassa Oct 11 '18 at 09:30

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