In this article, we establish a new atomic decomposition for $f\,\in \,L_{w}^{2}\,\bigcap \,H_{w}^{p}$, where the decomposition converges in $L_{w}^{2}$-norm rather than in the distribution sense. As applications of this decomposition, assuming that $T$ is a linear operator bounded on $L_{w}^{2}$ and $0\,<\,p\,\le \,1$, we obtain (i) if $T$ is uniformly bounded in $L_{w}^{p}$-norm for all $w-p$-atoms, then $T$ can be extended to be bounded from $H_{w}^{p}$ to $L_{w}^{2}$; (ii) if $T$ is uniformly bounded in $H_{w}^{p}$-norm for all $w-p$-atoms, then $T$ can be extended to be bounded on $H_{w}^{p}$; (iii) if $T$ is bounded on $H_{w}^{p}$, then $T$ can be extended to be bounded from $H_{w}^{p}$ to $L_{w}^{2}$.