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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.

2 votes
Accepted

Why do we reject the null hypothesis if p-value can be defined as the probability of obtaini...

The given definition of the p-value, "probability of obtaining a test result, or a more extreme one, given that H0 is true", is more or less fine. I'd say "probability of obtaining the observed test r …
Christian Hennig's user avatar
35 votes

How do you know if an insignificant P value is because of chance error or because the sample...

The question basically asks what the truth is behind the observed p-value. But if we knew the truth we wouldn't need to compute a p-value in the first place! I leave technical considerations regarding …
Christian Hennig's user avatar
2 votes
Accepted

How can I interpret having vastly different Pr(>|t|) values from a seemingly minor change in...

It seems there is a strong interaction between zmean and zpcum5. I'd suspect zq65 is strongly correlated with the interaction term, so that it is not needed if the interaction is there, but if it isn' …
Christian Hennig's user avatar
0 votes
Accepted

Issues with my output. Did I mess up my RStudio settings?

This looks like the standard output of wilcox.test, nothing wrong there. It sounds like you're missing the t-test output, probably earlier you ran both and now for some reason you only ran wilcox.test …
Christian Hennig's user avatar
12 votes

Are p-values computed from the a priori or a posteriori sampling distribution?

The null hypothesis is fixed before looking at the sample (or even planning the sample size). The p-value is obviously computed from the data, but it is based on the test statistic, which normally com …
Christian Hennig's user avatar
21 votes

OLS regression results: p-values > 0.10, how to proceed?

Assuming that there are no problems with model assumptions, the model should be used as it is. Insignificant variables should not be removed. Removing them would invalidate any tests that are run with …
Christian Hennig's user avatar
2 votes

If p-value is exactly 1 (1.0000000), what should the confidence interval limits be to suppor...

Nothing stops you from using standard t- or Gauss-formulae for computing the confidence interval - all informations needed are given in your question. p=1 doesn't mean that there's anything wrong with …
Christian Hennig's user avatar
6 votes

Is the following textbook definition of $p$-value correct?

The issue I have with this is that as it stands it is not a definition, as long as there is no formal definition what "in favour of $H_1$" actually means. Furthermore, as you probably know, Fisher and …
Christian Hennig's user avatar
4 votes

Do we reject null if we have a pvalue of 0.0503 at alpha = 0.05? What way to validate the re...

The "accept/reject" terminology is connected to acceptance sampling in product quality control, and it may well be that this is what Neyman and Pearson had originally in mind when coming up with this …
Christian Hennig's user avatar
0 votes

When to apply pvalues correction?

Some thoughts: Correction for multiple testing is a tricky issue, because it helps with the type I error probability at the price of decreasing the power, i.e., increasing the type II error probabili …
Christian Hennig's user avatar
1 vote

P-values of A/A Test with dependence does not obey uniform distribution?

In fact your p-values look at least as uniform for the dependent tests; it seems that K-S rejects uniformity there because of the large sample size (number of p-values), i.e., even a small deviation …
Christian Hennig's user avatar
3 votes

Is the p value equal to the area of deviations?

A more sophisticated discussion of p-values and hypothesis tests has been given in another answer and I don't dispute its value, however I try to answer the question as straight as I can. The p-value …
Christian Hennig's user avatar
6 votes

Bayesian criticism of frequentist p-value

For me a core issue here is that the Bayesian criticism of the p-value is based on Bayesian reasoning that a frequentist would not normally accept. For the Bayesian, the "true parameter" is a random v …
Christian Hennig's user avatar
1 vote

Question regarding post-hoc power analysis

"My impression is that the trial underestimated the effect size." The only reason to believe this is if you have good prior information such as existing prior data that indicates that the effect shoul …
Christian Hennig's user avatar
2 votes
Accepted

Chi-square Test with Specification of Null-Hypothesis Interval

Normal approximation allows you to compute a confidence interval for the difference between two proportions (this is done for example by the R-function prop.test). You could reject the null hypothesis …
Christian Hennig's user avatar

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