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In statistics, why do you reject the null hypothesis when the p-value is less than the alpha value (the level of significance). up vote 2 down vote favorite. 1. This is a question that I've always wondered in statistics, but never had the guts to ask the professor.The professor would say that if the p-value is less than or equal to the level of significance (denoted by alpha) we reject the null hypothesis because the test statistic falls in the rejection region.When I first learned this, I did not understand why were comparing the p values to the alpha values.. This is a question that I've always wondered in statistics, but never had the guts to ask the professor. The professor would say that if the p-value is less than or equal to the level of significance (denoted by alpha) we reject the null hypothesis because the test statistic falls in the rejection region.
If a test statistic falls in this region,the null hypothesis is rejected. A critical value z 0 separates the rejection region from the non-rejection region. Remarks 1. The rejection region is the set of all values of the test statistic that cause us to reject the null hypothesis.2.f a test statistic falls in this region,the null hypothesis is rejected. A critical value z 0 separates the rejection region from the non-rejection region. Remarks 1. The rejection region is the set of all values of the test statistic that cause us to reject the null hypothesis.2.