One of the most difficult concepts for students to grasp is that of a P-value. The video below was recorded in my Introductory Statistics class at Joliet Junior College. To introduce my students to P-values, I simulate drawing many (5000) samples from a population built based on the statement in the null hypothesis (this is called the null model). From the simulation, students determine the relative frequency with which a sample statistic as extreme or more extreme is observed (based on selecting from a population that assumes the proportion of individuals in the population that have the characteristic is some value).
We then compare the simulated result to the P-value obtained from the normal model.
Finally, we increase the sample size to see the role sample size plays in the standard error, P-value, and ability to reject the statement in the null hypothesis.
Following this approach will increase your students conceptual understanding of P-values. I have other suggestions for simulations in the Activity Workbook that accompanies all the texts in the Sullivan Statistics series.