Linked Questions

240
votes
16answers
458k views

What is the meaning of p values and t values in statistical tests?

After taking a statistics course and then trying to help fellow students, I noticed one subject that inspires much head-desk banging is interpreting the results of statistical hypothesis tests. It ...
98
votes
9answers
14k views

Is this really how p-values work? Can a million research papers per year be based on pure randomness?

I'm very new to statistics, and I'm just learning to understand the basics, including $p$-values. But there is a huge question mark in my mind right now, and I kind of hope my understanding is wrong. ...
35
votes
3answers
7k views

Interpretation of p-value in hypothesis testing

I recently came across the paper "The Insignificance of Null Hypothesis Significance Testing", Jeff Gill (1999). The author raised a few common misconceptions regarding hypothesis testing and p-values,...
33
votes
2answers
3k views

Degrees of freedom of $\chi^2$ in Hosmer-Lemeshow test

The test statistic for the Hosmer-Lemeshow test (HLT) for goodness of fit (GOF) of a logistic regression model is defined as follows: The sample is then split into $d=10$ deciles, $D_1, D_2, \dots ...
31
votes
4answers
9k views

Are smaller p-values more convincing?

I've been reading up on $p$-values, type 1 error rates, significance levels, power calculations, effect sizes and the Fisher vs Neyman-Pearson debate. This has left me feeling a bit overwhelmed. I ...
21
votes
3answers
17k views

Comparing and contrasting, p-values, significance levels and type I error

I was wondering if anybody could give a concise rundown as to the definitions and uses of p-values, significance level and type I error. I understand that p-values are defined as "the probability of ...
20
votes
8answers
9k views

Stats is not maths?

Is stats maths or not? Given that it's all numbers, mostly taught by maths departments and you get maths credits for it, I wonder whether people just mean it half-jokingly when they say it, like ...
19
votes
1answer
21k views

Is Benjamini-Hochberg correction more conservative as the number of comparisons increases?

How conservative is Benjamini-Hochberg multiple testing correction relative to the total number of comparisons? For example, if I have a list of 18,000 features for two groups and I perform a Wilcoxon ...
14
votes
4answers
4k views

Probability that Null Hypothesis is True

So, this may be a common question, but I’ve never found a satisfactory answer. How do you determine the probability that the null hypothesis is true (or false)? Let’s say you give students two ...
13
votes
3answers
4k views

What follows if we fail to reject the null hypothesis? [duplicate]

What conclusions can we draw if $p>\alpha$? Does not rejecting the $H_0$ mean anything?
11
votes
2answers
932 views

Family-wise error boundary: Does re-using data sets on different studies of independent questions lead to multiple testing problems?

If a team of researchers perform multiple (hypothesis) tests on a given data set, there is a volume of literature asserting that they should use some form of correction for multiple testing (...
9
votes
6answers
2k views

Using p-value to compute the probability of hypothesis being true; what else is needed?

Question: One common misunderstanding of p-values is that they represent the probability of the null hypothesis being true. I know that's not correct and I know that p-values only represent the ...
8
votes
5answers
1k views

What is the relationship between $p$ values and Type I errors [duplicate]

In hypothesis testing we set an accepted level of Type I error probability $\alpha$ and observe whether a sample statistic is equally likely or less likely to be observed if the null hypothesis was ...
6
votes
1answer
234 views

Is the p-postulate (equal p-values provide equal evidence against the null) true?

The p-postulate is the notion that equal p-values provide equal evidence against the null hypothesis. Wagenmakers et al (2008) write: If p-values truly reflect evidence, a minimum requirement is ...
5
votes
1answer
15k views

Can p-value be greater than 1?

Say I perform Student's t-test: can the p-value be greater than 1? The reason I ask this is that, some say that the p-value is the probability that we will have a Type I error and I would like to ...

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