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.