Linked Questions
10 questions linked to/from $p$-value: Fisherian vs. contemporary frequentist definitions
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Why is the p-value defined the way it is (as opposed to a more intuitive measure)?
As I understand it the p-value for some hypothesis H and some test-statistic T is defined as the probability of observing a test-statistic T' which is at least as extreme as T, conditional on H being ...
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Can one use the p-value to perform hypothesis testing instead of comparing the test statistic to the critical value at a given significance level?
In hypothesis testing, if a question states the level of significance, which is alpha, then does it necessarily mean that we have to use the classical method? (Means finding critical value and then ...
5
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2
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Relationship of significance level and p-values
In a hypothesis test, the null hypothesis $H_0$ is rejected in favor of $H_1$ if $|\bar X|>\mu$.
When tests found that $\bar x$ is the mean of the samples, a p-value is computed using
$$
p=\Pr(|\...
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2
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How do I interpret low subgroup interaction and high efficacy in only one group?
I have read several articles concerning subgroup interaction interpretation but none of them have the situation I am dealing with. Suppose we have an experiment with a control vs treatment influence ...
4
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3
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Does statistical power matter if we are not interested in NHST?
If we don't care about the probability of finding a real effect if there is one, AKA a statistically significant finding, why care about statistical power and power calculations?
I mean there are ...
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How does Fisher calculate his $p$-value?
After reading a lot of great answers on the topic of Fisherian versus Neyman & Pearson, I still cannot understand how Fisher carries out his test.
Here is my understanding of his workflow:
...
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8
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Effects of model selection and misspecification testing on inference: Probabilistic Reduction approach (Aris Spanos)
This question is about pre-test bias, inference after model selection and data snooping within the Probabilistic Reduction (PR) methodology by Aris Spanos (which is related to the Error Statistics ...
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4
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Significant variable and very low R-squared [duplicate]
I'm testing if economic growth before an election is correlated with vote percentage in elections. So I have one independent variable in my model.
The problem is: my independent variable is ...
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Is p-value involved in Neyman-Pearson Testing procedure?
It seems to me that, after having a predetermined level of significance, the Neyman-Pearson approach only requires to see if the observed $x$ lies in the rejection region or not. In this case, how can ...
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Testing a nonstandard hypothesis: constructing test statistic, finding rejection region and obtaining $p$-value
I have a sample of size $n=1$ (a single observation $x_1$) from a random variable $X\sim N(\mu,\sigma^2)$. The variance $\sigma^2$ is known, but the expectation $\mu$ is unknown. I would like to test ...
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