Effect Sizes and Statistical Significance › Effect Sizes and Statistical Significance

Michael BrenndoerferJanuary 8, 20262 min read
Machine Learning from ScratchAll chapters
Part 2 of 9Hypothesis Testing
Chapter 20Effect Sizes and Statistical Significance › Effect Sizes and Statistical Significance
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In 2005, researchers published a study claiming that listening to Mozart's music temporarily increased IQ. The finding was statistically significant (p < 0.05), and the "Mozart Effect" became a cultural phenomenon. Parents rushed to buy classical music CDs for their babies, and Georgia's governor even proposed giving every newborn a free Mozart CD.

But the original study had a critical omission: it never reported the effect size. When later researchers calculated it, they found d ≈ 0.15, a tiny effect that explained less than 1% of the variance in IQ scores. The effect, while statistically detectable, was so small that it had no practical importance whatsoever. The statistical significance was real; the practical significance was essentially zero.

This distinction between statistical significance and practical significance is one of the most important concepts in applied statistics. A p-value tells you whether an effect is distinguishable from zero given your sample size. An effect size tells you whether that effect is large enough to matter. Both pieces of information are essential for sound scientific interpretation.