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Questions tagged [p-value]

In frequentist hypothesis testing, the $p$-value is the probability of a result as extreme (or more) than the observed result, under the assumption that the null hypothesis is true.

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p-value of Covariate differs between Regression and ANCOVA

I'm using SPSS to run a regression analysis in order to predict navigational performance (continuous dependent variable) from self-assessment scores (continuous predictor), sex and age group (both ...
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How to look at individual test result after we adjust p value for multiple comparison

For example, we have 100 biomarkers. We are making 100 t test for biomaker measures over two treatments. After p-value adjustments, we find 10 of them are significant. Now we want to look into these ...
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How to calculate studentized bootstrap pvalue for test with H0 assuming lift (%)?

First of all I'd like to mention, that I've read at least 2 great discussions on the site, which helped me a lot. Very thorough explanations of H0 data generation are presented here and here. But ...
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Should I adjust for family-wise error when doing many logistic regressions and t tests

In my biomarker analysis, there are 100 biomarkers. Each biomarker is measured at 4 different time points. I'm looking for any biomarker that is associated with outcome variable at any timepoints. ...
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Does AUC/ROC curve return a p-value?

When reading this article, I noticed that the legend in Figure 3 gives a p-value for each AUC (Area Under the Curve) from the ROC (Receiver Operator Characteristic) curves. It says: The area under ...
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The distribution of a posterior predictive p-value under certain assumptions

I am wondering if anyone can check my understanding of the following passage concerning posterior predictive p-values in the textbook "Bayesian Data Analysis 3rd Edition" on page 151: In the ...
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P-value: Fisherian vs. contemporary frequentist definitions

I am trying to see if I understand the definition of $p$-value as used by Sir R. A. Fisher and the one used today by frequentist statisticians (not sure how to call it better). $p$-value according ...
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How to interpret this Confidence Interval?

I'm currently writing a critique on an RCT and my essay should include a report on the findings of the study. I have very minimal knowledge on interpreting statistics and papers. I'm confused on how ...
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Parameters for regression linear model for two variables? [duplicate]

I made regression for two variables, one is independent (time of first pizza) and dependent (second is number of pizza that day). Trying to determine if there is connection between time of first pizza ...
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Testing Evolutionary Algorithm output with Mann-Whitney Wilcoxon Test

I have designed a hybrid Evolutionary Algorithm for my research using Genetic Algorithms. Genetic Algorithms have different operators such as Selection, Crossover and Mutation. These operates are ...
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Gradient signifiance test with tolerance and measurement uncertainties

I'm trying to test whether a likelihood has converged to walk around a single number or if it is increasing. In my (EM) algorithm, the noiseless likelihood cannot decrease, only ever increase. In my ...
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1answer
25 views

Is this a valid method to adjust for multiple testing?

Assuming I have 100 variables and I do a t-test for each of them without adjusting the p-values, and get 8 significant p-values out of the 100 tests. If my alpha is 5% can I just say that since I ...
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p-value for one-tailed test

I have some confusion in interpreting p-value from SPSS. If my hypothesis is one-tailed, after getting the p-value from SPSS, since the p-value from SPSS is always two-tailed, ie. p = 0.06 (from ...
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Help with p-value for PMCC

I'm trying to understand a past paper question ( WJEC P4 Q5 don't have year) The question is poorly worded in my opinion and I can't make sense of it. Briefly a hotel owner wishes to investigate ...
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How to combine multiple p-values into one? [closed]

I have the data of 841 genes along with the p-values which represents the association of that gene in a particular tissue (Aorta in this case) with some diseased phenotype. I want to combine the p-...
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What is the null hypothesis for the individual p-values in multiple regression?

I have a linear regression model for a dependent variable $Y$ based on two independent variables, $X1$ and $X2$, so I have a general form of a regression equation $Y = A + B_1 \cdot X_1 + B_2 \cdot ...
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Squaring a variable in Two-ways fixed effect

I am studying the effect of renewable energy on electricity prices. I am running a two-way fixed effects estimation on the model, with 23 countries from 2007-2016. $$price.kwh_{it} = \beta_1Perc.RE....
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1answer
42 views

Compute p-value (or more appropriate significance test) manually for time series data correlation value

My knowledge of stats is pretty basic. Hopefully this has a simple answer. I have a matrix of time series data for which I've computed covariance values, and normalized those to get correlation ...
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42 views

Calculate p-value from non normal distribution

I calculate the probability of finding a value as extremum as alpha using this function (toy distribution): 2*(1-pnorm(abs(0), mean = 0, sd = 1)) But I'm not ...
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1answer
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What does a p value histogram that is “normally” distributed mean?

Let's say I performed 100 tests and and want to correct for multiple comparisons. Before I do so, I plot the unaltered p values in a histogram to see what the distribution looks like. If the null ...
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SPSS: Comparing prevalences

I have a dataset of couples presenting themselves to the infertility clinic and would like to compare the prevalence of certain diseases in this group to the prevalence of these diseases in the ...
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2answers
28 views

Significance test of something other than mean or variance

Let's say my data is like this Subscription rate of Apple user is 3/7 = 42.8% Subscription rate of Android user is 4/10 = 40.0% Subscription rate in population is 11/24 = 45.8% How can I formulate ...
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P value adjustments when subsetting dataframe

I'm analysing a dataset that contains different species. I first use the species ID as an independent variable but then I have to analyse the dataset separated for the different species (in total 3). ...
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2answers
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How was p-value calculated in this Wikipedia example of a Binomial test

Consider the following example from This binomial test wikipedia article: Suppose we have a board game that depends on the roll of one die and attaches special importance to rolling a 6. In a ...
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Computing the p-value of a test statistic converging to a standard normal

We are asked to do a hypothesis test for two random variables, X~Bernoulli(p1), Y~Bernoulli(p2), Ho: p2<=p1, H1: p2>p1. We are given the data for a realisation (x,y) and a test statistic T(X,Y) ...
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P-value on statistical tests [duplicate]

If I have a p-value of 0.01 on a statistical test, does that mean the probability of my hypothesis being wrong is 1%? If not, why not?
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Determine the effect of each variable and interaction in regression analysis

I am studying the effect of two variables x1 and x2 on response variable y. Interaction term ...
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1answer
28 views

I want to know if my sample size is adequate

I am trying to critique a research paper and I do not remember how to calculate statistics. It was a few years ago. The sample size is 40. I'd also like to discuss the hypothesis; I'm not sure it ...
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Testing negation in the null hypothesis?

Is it valid to state a null hypothesis as the negation of an equality? Something like: $$H_0: \mu_1\neq \mu_2\,\,\,\,\,\,vs\,\,\,\,\,\, H_1:\mu_1=\mu_2.$$
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Monte Carlo testing: number of required permutations

I want to perform a statistical hypothesis test, however I don't know the exact distribution of my test statistic under $H_0$. Therefore, I need to calculate a Monte Carlo estimate $\hat{p}$ of the ...
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1answer
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R - How to get estimates and p-values for random effects in glmer

I have data about around 100,000 protests nested within 40 countries and I want to analyze when the claims of a protest are directed at the state, based on action and country level characteristics, ...
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1answer
17 views

Is it possible to determine significance with a defined alpha (.05) from an effect size estimate with a 95% CI?

Say for example, there is an observed estimated standardized mean difference of $d = 0.44$ with $CI_{95} = [-.10, .89]$. This is the only information we have available (i.e. we do not know the sample ...
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1answer
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Appropriate Multiple Testing Correction for Correlation Matrix

I have $N$ samples of $D$ variables, for which I want to study the correlation. Specifically, I want to know if any of these variables are correlated. I can get estimates and a matrix of p-values in R ...
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Pairwise non-parametric test?

I have 5 groups of patients (different sizes), for which I measured some property that is continuous but not normally distributed. I would like to compare every pair of groups in respect to this ...
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Can a permutation test be used to evaluate a model?

Let's assume that we have used a given predictive model to generate predictions for an evaluation data set. Now I would need to use these predictions to decide how good is the model. Or, more ...
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1answer
55 views

Why reject Null Hypothesis when p value< alpha? [duplicate]

As per statistical literature, there seems to be this understanding that given a p value less than alpha, we are to reject the null hypothesis. The way I am interpreting this is that is the critical ...
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1answer
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I have a p-value of nearly 1, but my t-statistic is in the rejection interval

I am given two sets of data: price0 and price1, both normally distributed. We denote the means of both sets $\mu_0$ and $\mu_1$ respectively. The question asked is: "For which values of $a$ can we ...
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P-value for a biased estimator

I am asked the following: Let $X_1,X_2,X_3,X_4$ be $n$ observations, each of which is randomly drawn from normal distribution with mean $\mu$ and variance 25. Consider the null hypthesis $H_0: \mu \...
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Hypothesis testing with beta binomial. Dealing with overdispersion

To make the question more understandable I will use a reproducible example. I have count data, how many connections different groups share with a unique group. In my case I have an upper bound of <...
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1answer
29 views

Which effect size when sample size and variance are not equal

I don't have extensive knowledge in statistics, therefore I have some trouble to understand which metrics I should use for my analysis. I have measure a feature (concentration) of multiple substances ...
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Why we not use Dynamic p-value instead of the fixed value?

Why we always use a fixed p-value like 0.05 or 0.01, I think we can use different p-value depends on the number of samples as well as probability or the event(In the coin flip experiment, it would be ...
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1answer
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How to get standard deviation when the only given information is sample mean and p-value

I have a question for an exam: You read a journal article on TOTAL-cholesterol, HDL-cholesterol and LDL-cholesterol from a study of n=100 patients where TOTAL-cholesterol = HDL + LDL cholesterol. ...
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Binomial distribution, hypotheses testing

Suppose the following instance of the hypotheses testing: suppose that the true state of the coin is that it is either exactly fair, or that it shows heads with probability $0.51$, and there are no ...
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3answers
431 views

Is there a constraint on the sum of the type-I & type II error probabilities?

Is it true that if $H_0$ and $H_a$ are complementary hypotheses of the Binomial trial, i.e., the negation of $H_0$ is $H_a$ then the type-I error $\alpha$ plus type-II error $\beta$ equals 1? Or is ...
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Can we have a significant intercept even if the p-value is grater than alpha? [duplicate]

Good Morning, I have a scientific article to discuss and present in class, the article is about the positif benefit of the standard ISO 9001 on medium and large companies. By doing a multiple ...
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0answers
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Calculating significance threshold from one-tailed distribution

I have a total of 460 samples, in which I have calculated some statistical value, such that I get a left skewed distribution with a right tail, roughly equivalent to a negative binomial distribution. ...
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Does Probability and P-value same thing? What is actually P-value means in hypothesis testing (t/ ANOVA / Tukey)? [duplicate]

We have been taught that P-values is "calculated probability". In this past 10 years, I have been using statistical test (t/ ANOVA / Tukey) more than thousand times. I have published scientific papers ...
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Test for occurrences of pairs from samples with different distributions?

I have two collections of data, A and B, each containing a large number of 10-digit binary strings. For instance, an element of A could be a=1011001111, and an element of B could be b=1001010000. I ...
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1answer
33 views

Post-hoc corrections for multiple t-tests

I am comparing two groups (young vs. old adults) for differences in 5 brain regions (size) with independent t-tests. I also compare performance on three different aspects of a task with independent t-...
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2answers
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Where does the t-distribution come from to calculate the p-value in linear regression?

I apologize in advance if I'm fundamentally misunderstanding something here. But I'm trying to figure out where the data is produced that forms the t-distribution on which one calculates the p-value ...