ELI5: Explain Like I'm 5

Generalized p-value

A p-value is like a score that helps us determine if something we observed is likely to happen by chance or if it is actually significant.

Now, sometimes we don't just want to check the significance of one thing we observed, but many things at the same time. This can happen if we are analyzing a large dataset with many variables or if we are comparing different groups or conditions.

That's when we use a generalized p-value! It helps us look at all the data together and see if there is at least one thing we observed that is significant, even if we are not sure exactly which thing it is.

We can think of it like playing a game where we need to score at least one point to win. Each observation we make is like taking a shot at the goal, and a p-value tells us how likely it is that each shot would score by chance. A generalized p-value tells us if we scored at least one goal overall, which means we won the game!