Error establishing a database connection

I set up my MySQL database in cPanel and modified the wp-config.php file, and then uploaded the files, but when I try to access /wp-admin/install.php, I get this error:

Error establishing a database connection

This either means that the username and password information in your wp-config.php file is incorrect or we can’t contact the database server at localhost. This could mean your host’s database server is down.

Are you sure you have the correct username and password?
Are you sure that you have typed the correct hostname?
Are you sure that the database server is running?
If you’re unsure what these terms mean you should probably contact your host. If you still need help you can always visit the WordPress Support Forums.