Some myths concerning statistical hypothesis testing
Sturla Molden
sturla at molden_dot_net.invalid
Sat Nov 9 11:29:54 EST 2002
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
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