In High-Energy Physics the small p-value of an observation may be the first hint of a discovery about to be made. Here by p-value I just mean the probability, just to be fancy (or brief). Because we rely on the assessment of the rarity of observations to decide whether we have discovered something or not, we physicists are (or should be) really careful with p-values. Today’s article aims at demonstrating how easy it is to be carried away into giving more relevance to an observation than we should.
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