All Questions
Tagged with p-value probability
84 questions
8
votes
5
answers
938
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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 ...
0
votes
1
answer
36
views
How do I calculate the p-value for two success rates where one of the test sets is a subset of the other?
I know questions like this have been asked a hundred times but unfortunately I'm not smart enough to figure out which answer applies to my problem.
For context: I have an image classification model ...
- 9
1
vote
1
answer
55
views
Comparing sequence of unfair coin flips with different predicted probabilities
Suppose we have $n$ independent coins, each of which has an unknown and different probability of coming up heads. We have a magical machine that guesses the probabilities of each coin coming up heads. ...
2
votes
1
answer
72
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Disparity when using E(Y) to calculate mean, vs the real mean
I have used R to compute the mean, median, and SD of 100K monthly salaries of public state workers salaries in a US state. I then took the log of each of those salaries, and got:
The mean, μ = 11....
- 23
1
vote
1
answer
70
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A question about the definition a p-values [duplicate]
In hypothesis testing, the definition of p value is the probability of obtaining test results at least as extreme as the results actually observed, under the assumption that the null hypothesis is ...
- 11
0
votes
2
answers
182
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How can the combined p-value be larger than one of the original two p-values?
I have two p-values from independent test which I wish to combine. I do this using fisher's method, but I get some results that I don't quite understand. If I have two p-values, and combine them, this ...
- 111
1
vote
0
answers
100
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Algorithm Validation and Alternative Approaches for FDR Control in Combined Datasets
We are currently working on a project involving multiple datasets reanalyzed with the same pipeline, where all data points (patient feature) have been filtered at 1% False Discovery Rate (FDR). As ...
- 61
0
votes
0
answers
40
views
Actual probability in Fisher Exact test
this is my code to calculate the pvalue of the fisher test for each pair of successes from two binomial distributions (n=m=20). Number of successes from 0 to 20 so 21x21 possible combinations. In ...
- 83
7
votes
1
answer
71
views
One or two tailed probability?
A rare bird recently turned up in the UK. The length of the bird's beak was measured (41.9mm). I want to check that the bird is likely to derive from the North American population of the species. To ...
- 14.6k
0
votes
0
answers
92
views
Carrying out statistics on -log(p)
I have an $n \times m$ matrix, where each row $\mathbf{v}_i$, for $i \in \{1, \ldots , n\}$, consists of some permutation of the set $\{1, \ldots, m\}$ (and so in particular, each $\mathbf{v}_{i, j} \...
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1
vote
1
answer
128
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bootstrap resampling technique when comparing medians with finite population size
When comparing differences in samples (e.g., difference in medians) between two groups, I am
adjusting group size to account for finite populations of the
groups,
pooling all of the samples together ...
- 103
2
votes
0
answers
24
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How to calculate p-value for a survey question with three categorical answers options? [duplicate]
I conducted a survey of N=88 students.
I asked a question:
'What type of goal setting do you prefer?'
A: online
B: paper-based
C: no preference
Responses
A: 58
B: 9
C: 21
I will display this result in ...
0
votes
0
answers
176
views
Probability of a point being from the same distribution as sample
I have a sample of two-dimensional points $\{\{x_1,y_1\}, \dotsc, \{x_n, y_n\}\}$, I've built a linear regression line, there seems to be a correlation between X and Y (Pearson's 0.662 if that matters)...
3
votes
1
answer
246
views
How to mathematically express a p-value in terms of the t-statistic in a one-sample t-test
I am writing out a t-test by hand and I am confused about how to mathematically express the step of calculating / looking up the $p$-value of the t-statistic. This is what I have so far from the ...
- 33
0
votes
0
answers
32
views
Goodness of fit - Large deviation
The Pearson test (chi test) provide a mean to evaluate whether a given sample (empirical distribution) match the theoretical one. The test compute the p-value, which is the probability for seen the ...
1
vote
1
answer
55
views
Chi-square Test with Specification of Null-Hypothesis Interval
I have a large sample (N > 1.000.000) of a population. Each individual has a treatment associated with it and a class label. There are five actual treatments T1..T5 and there is a reference ...
- 267
0
votes
0
answers
42
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Test whether a sample (which is a 1D array of values) comes from a population (2D array of values)
I'm taking samples in such a way that I record multiple discrete values for each sample. Given an instance of a sample, is there any way to test if this sample appears to "fit" the ...
- 133
1
vote
0
answers
186
views
T-testing on sparse data
Problem: I have two stochastic processes, $S_1$ and $S_2$, that frequently are zero, but occasionally have positive values with unknown probabilities $q_1$ and $q_2$. e.g.
$$
S_1 = \{0,0,0,0,0,21,0,0,...
- 11
11
votes
3
answers
2k
views
Confidence interval / p-value duality: don't they use different distributions?
Idea:
p-value is less than the level of significance if and only if the corresponding CI does not include the null value; and vica versa,
the p-value is greater than the level of significance if and ...
- 1,251
1
vote
2
answers
128
views
How do I have a p-value of 1 in the left tail from a two-sample t-test?
I have a sample with a mean of 383.45, a standard deviation of 48.878, and a sample size of 30, and a second sample with a mean of 167.78, a standard deviation of 72.368, and a sample size of 30. When ...
- 13
1
vote
2
answers
266
views
Calculating a P value
This question is focused on seemingly difficult probability calculations in experiments for calculating p-values.
In the simple example of finding out if a 6 sided die is a fair or loaded die, one can ...
- 121
2
votes
0
answers
51
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Why does my principal component analysis output report the p-value as being "NA"?
I have a dataset with 89 observations from a survey. 3 of my questions load well into 1 factor and the output looks relatively sensible. However, when it says that the root mean square of the ...
- 21
0
votes
1
answer
52
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How to compare a new measurement against an existing null distribution?
I have a dataset that describes the distances between two identical genes in two replicate experiments (gene a in rep1 vs gene a in rep 2). Let us assume that due to biological variation, the distance ...
- 3
0
votes
1
answer
184
views
How to determine the 'significance' of a new observation based on previous observations
Problem: I have carried out a series of biological experiments where the output of the experiment is a N x N matrix of counts. I then created a custom distance metric that takes in two rows of counts ...
- 3
4
votes
0
answers
67
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understanding p value and distribution [duplicate]
I am from a biology background. Using t, χ2, F tests day-to-day, following like a recipe.
However, I feel I must understand the background of this.
I took an online lecture on p-value and hypothesis ...
- 165
1
vote
0
answers
22
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Calculating the (colloquial) likelihood of a result
A project that I am working on wants to use two factors to determine risk. First is an assessment by a subject matter expert (SME) on how much damage a calculated result would cause. Second is a ...
- 67.2k
0
votes
1
answer
66
views
Two procedures for hypothesis testing
I would like to know if these two procedures for hypothesis testing are equivalent.
First, build a test statistic. Then with the data calculate it. And then compare it with the value of the ...
- 211
15
votes
6
answers
4k
views
Can you multiply p-values if you perform the same test multiple times?
I believe the interpretation of the p-value is that it is the probability of seeing your sample's test statistic under the null hypothesis.
But what happens if you perform the same exact test multiple ...
- 313
2
votes
1
answer
238
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Analyzing the statistical independence of a Bernouli sequence
For my research, I need to check whether a sequence of Bernoulli trails (1 as success and 0 as failure) is a Bernoulli process and are statistically independent. As per the following discussion, and ...
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2
votes
3
answers
307
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does low p-value proves to be a valid fact that null hypothesis needs to be rejected? [closed]
Let's say we have an observation and its p-value s below 0.1 does this prove to be a VALID FACT that the null hypothesis needs to be rejected?
EDIT
By valid fact here means that we will always ...
- 451
2
votes
1
answer
155
views
Are p-value and Bayesian probabilities equivalent when applied to conversion rates?
For evaluating AB-tests, one can use the frequentist approach or a Bayesian one.
Using these websites I compared both with some example data:
Bayesian A/B-test Calculator
AB Testguide
Result:
...
- 189
1
vote
1
answer
583
views
MCQ about P-values [closed]
There is a question in my study group that we would like some help answering:
In a trial that was conducted the P value was calculated as 0.05 exactly. What are the chances that if the trial was ...
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3
votes
2
answers
2k
views
Why are p-values probabilities rather than likelihoods?
The p-value is the probability of obtaining test results at least as extreme as the results actually observed during the test, assuming that the null hypothesis is correct.
Why is the p-value a ...
user271077
3
votes
1
answer
722
views
Can a one-sided p-value ever be larger than a two-sided p-value?
Intuition tells me no because when you find a two-sided p-value, you're finding the p-value of one tail and then multiplying by 2. But are there certain situations where it can be larger than a one-...
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1
vote
1
answer
51
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parameter n in p.adjust function in R [closed]
I'm quite confused about the n parameter in p.adjust function.
p.adjust(p, method, n = length(p)) where n could be changed. but the default is length of p as stated in the documentation.
So in my ...
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3
votes
1
answer
176
views
Applying a non-normality and non-homoscedasticity penalty to the p-value of a t-test
【My motivations】:(Add on 05/10/2019 05:23 (JST).)
In the traditional textbook, method like following codes are written.
(Since our purpose is not to explain what is written in the textbook, the one ...
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1
vote
1
answer
73
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p-value approach - clarify teacher's solution?
So I have a question with my teacher's solution below and I'm confused about one of the steps in their solution. I would appreciate some clarification.
Two brands of coffee were compared. Two ...
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3
votes
1
answer
155
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How likely is sample A and sample B is from distribution C? [closed]
Let's say I have a sample A: [0,0,0,1]
and another sample B: [2,0,5,10,100,3,2,6]
I would like to know the probability that A and B are both picked from the same population C.
I tried applying a ...
- 153
4
votes
5
answers
2k
views
Why is the concept of the Null hypothesis associated with the student's t distribution?
There are dozens of continuous probability distributions like Gaussian (normal), Variance-gamma, Holtsmark, etc. Yet, the concept of the Null hypothesis is basically associated with Student's t-...
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1
vote
1
answer
1k
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How to calculate poisson approximation?
I have a p-value definition as follows and I would like to implement it.
The values of n1, n2, n3, n4, n5 and N are as follows.
n1 = 102
n2 = 95
Calculating λ:
...
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-1
votes
1
answer
106
views
can one calculate a p value in a distribution [closed]
I have an event which happens so many times,
I want to know how significantly is 1300$ in comparison to the distribution. which test should I use ?
- 949
0
votes
0
answers
26
views
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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2
votes
1
answer
851
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Combining P-Values from multiple trials of the same experiment
this is my first question here, a little background about me, im a biomedical engineer, im studying a PhD in Neuroscience, and a Micromaster in Statistics and Data Science.
Here in my lab, very few ...
0
votes
1
answer
472
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logistic regression vs. linear regression
in the following table (association between cognitive score and Folate intake), the beta coefficient represents difference in slope between different groups with the standard group. the interpretation ...
- 107
1
vote
0
answers
98
views
Anomaly detection for non-normal two-mode distribution
For anomaly detection, people often assume Gaussian distribution and then given a test sample, calculate it's p-value. If that value is less than significance level, we claim it as an anomaly.
However,...
- 446
0
votes
1
answer
10k
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The meaning of two sided (double tailed) p-values
A p-value is "the probability for a given statistical model that, when the null hypothesis is true, the statistical summary would be the same as or of greater magnitude than the actual observed ...
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4
votes
2
answers
455
views
Is a 'Type 1 error' an indication of error, a probability of error, a measure of error or all of the above?
I have come across two definitions of 'Type 1 error' in dictionaries published by Oxford University Press:
In hypothesis testing, the incorrect rejection of the null hypothesis when it is true. ...
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4
votes
2
answers
7k
views
What is Bayesian posterior probability and how is it different to just using a p-value?
I've got an extremely limited understanding of statistics, and every explanation I've found uses further technical terms that I don't understand. I'm trying to figure out:
What exactly is posterior ...
- 313
1
vote
1
answer
3k
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confidence interval and success rate [duplicate]
1.000 people attempted a task and 30 succeeded. Given this information, we can say that the success rate was 3%.
But what if I want to estimate from this sample a confidence interval for the success ...
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12
votes
1
answer
751
views
Can we think of a probability in both the classical and subjective sense simultaneously?
I'm a statistics student. I am trying to understand the classical and objective definitions of probability and how they are related to frequentist and Bayesian inference. It's not obvious to me why ...
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