Statistical Significance
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The answer by u/rehcsel is good, but here’s a more simple version.
When you do a statistical test to see whether one variable is dependent on another, you always get an answer for how related they are or whether they are different from other samples. To tell whether this answer is actually significant, we calculate:
What is the chance that we got this answer even if there isn’t really a relationship, if it was just due to random chance?
Then you decide if that chance is low enough for you to accept that the relationship is real. Usually that chance is <5% or even lower if you want to be really sure.
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