But it really is just a formalised version of our own lay style of how we explain unusual events.
When something unusual happens, there are two possible interpretations. One is to view the unusual event as a freak occurrence, a chance-result, a coincidence. The other is to view the event as a sign that our understanding of what is going on is fundamentally wrong.
So, is the unusual event simply surprising or does it stretch credulity? Did we see a rare occurrence or is there some other explanation?
It's a bit like interpreting the result of a horse race won by a horse with long odds. Is the win a possibility even if improbable, or is it so improbable as to be considered an 'impossibility' requiring a brand new explanation.
Read more on this idea in my article posted on The Drum / ABC : The Melbourne Cup and Statistical Significance