Some myths concerning statistical hypothesis testing

[Sturla Molden]

On Fri, 08 Nov 2002 16:36:46 +0100, Glen M. Sizemore wrote:

> The p-value is the probablity of observing a value of the test statistic
> as extreme, or more extreme than the one observed if the null hypothesis
> is true. Where more extreme means more contradictory to the null
> hypothesis

This is correct. 


> Alternative definition of p-value. The p-value is the probability of
> observing data like ours if the null hypothesis was true.

This is incorrect.

 
> p Value - the probability of observing a test statistic that is as
> extreme or more extreme than currently observed, assuming that the null
> hypothesis is true. This can be expressed as the conditional
> probability:

This is correct.

 
> Pr(data|H0 true)

This is incorrect.





Sturla Molden