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Luis A. Afonso
Posts:
4,725
From:
LIsbon (Portugal)
Registered:
2/16/05


Re: pvalue < alpha, correct to reject the Null!
Posted:
Nov 12, 2012 6:47 PM


When I had found (this Sunday) the notion of pvalue together with Plausibility [1] I could hardly contain my joy, because the last current definition: ____In statistical hypothesis testing, the pvalue is the probability of obtaining a test statistic at least as extreme as the one that was actually observed, assuming that the null hypothesis is true____(Wiki) ,can be cautiously read: *at least as extreme as the one that was actually observed* means really that it?s not impossible to find a larger pvalue even that null is true. Plausible states (for me) the exact situation: under null hypotheses true it is more and more unexpected that one get a larger pvalue and if it happens by chance we reject H0 as unlike. Of course we has the probability alpha to be wrong (type I error): bad luck to test an *abnormal* data, for example, sample from z~N(0,1) where z >2.
Luis A. Afonso
[1] Ryan Martin, Chuanhai Liu, (Nov. 12, 2012) On a *plausible* interpretation of pvalues. arxiv.org/pdf/1211.1547  



