A classic article by computer scientist Allen Downey on why there is only one statistical test: compute a test statistic from your observed data, simulate a null hypothesis, and finally compute/approximate a p-value by calculating the fraction of test statistics from the simulated data exceeding the test statistic from your observed data.

Diagram illustrating a single hypothesis-testing workflow: observed data are converted into a test statistic (effect  δ∗); a null model H0 generates many simulated datasets to form the distribution of  δ under H0; the p-value is the tail area of that distribution beyond  δ∗.

Downey suggests using general simulation methods over the canon of rigid, inflexible tests invented when computation was difficult and expensive.

Hat tip to Ryan Briggs on Twitter.