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 different versions of a test and want to see if the versions were equivalent. You perform a t-Test and it gives a p-value of .02. What a nice p-value! That must mean it’s unlikely that the tests are equivalent, right? No. Unfortunately, it appears that P(results|null) doesn’t tell you P(null|results). The normal thing to do is to reject the null hypothesis when we encounter a low p-value, but how do we know that we are not rejecting a null hypothesis that is very likely true? To give a silly example, I can design a test for ebola with a false positive rate of .02: put 50 balls in a bucket and write “ebola” on one. If I test someone with this and they pick the “ebola” ball, the p-value (P(picking the ball|they don’t have ebola)) is .02, but I definitely shouldn’t reject the null hypothesis that they are ebola-free.
Things I’ve considered so far:
- Assuming P(null|results)~=P(results|null) – clearly false for some important applications.
- Accept or reject hypothesis without knowing P(null|results) – Why are we accepting or rejecting them then? Isn’t the whole point that we reject what we think is LIKELY false and accept what is LIKELY true?
- Use Bayes’ Theorem – But how do you get your priors? Don’t you end up back in the same place trying to determine them experimentally? And picking them a priori seems very arbitrary.
- I found a very similar question here: stats.stackexchange.com/questions/231580/. The one answer here seems to basically say that it doesn't make sense to ask about the probability of a null hypothesis being true since that's a Bayesian question. Maybe I'm a Bayesian at heart, but I can't imagine not asking that question. In fact, it seems that the most common misunderstanding of p-values is that they are the probability of a true null hypothesis. If you really can't ask this question as a frequentist, then my main question is #3: how do you get your priors without getting stuck in a loop?