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At my college I am doing a lot of testing, such as testing for autocorrelation, White , DW, $t$, $F$ etc.

However, I always have to look up, when to reject and when to accept for example $H_0$

Hence, I was wondering if there is a generalization for interpreting a statistical test such as: When $value$ is greater than $value$ always reject H0.

From the point of view of your professional experience, is there a pattern in all statistical tests?

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  • $\begingroup$ The p-value you mean? $\endgroup$
    – IMA
    Jun 6, 2013 at 6:59
  • $\begingroup$ Yes, after what I have read at the moment. I think its the p-value. $\endgroup$
    – Le Max
    Jun 6, 2013 at 7:14
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    $\begingroup$ okay gonna take this as an answer then $\endgroup$
    – IMA
    Jun 6, 2013 at 7:31
  • $\begingroup$ Read the first sentence: en.wikipedia.org/wiki/P-value $\endgroup$
    – Glen_b
    Jun 6, 2013 at 8:15

2 Answers 2

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In general the decision which significance level to take and when to reject depends on the prior knowledge of the researcher, which is a way to incorporate this knowledge in the test.

Read up on the p-value, which is basically what you are looking for. However, given that testing is highly dependent on the sample, the experiment or model, there are dangers when generalizing on the p-value.

A parallel thread to this has a good post on the issue: https://stats.stackexchange.com/a/61027/18459 The corresponding article can be downloaded here: http://www.psych.umn.edu/people/meehlp/113TheoreticalRisks.pdf

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It's not true for all tests in statistics. Some non-parametric tests have reverse decisions.

Usually it is said that if the calculated value of a test statistic is greater than the tabulated value then we fail to reject $H_0$.

It is better to have a decision on the basis of the p-value. If the p-value is less than the chosen level of significance then we fail to reject $H_0$.

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