Date: Dec 10, 2012 8:11 PM
Author: Halitsky
Subject: Response to your last re Q and p

You wrote:

?But forget S-W and all the others in the list I gave. You want to be
sensitive to what Stephens (1974) calls "alternative A", so you should
use Q = -2*sum{ln p}. Refer Q to the chi-square distribution with df =
2*(the # of p's). This is a one-tailed test: the p-value for Q is the
area in the upper tail of the chi-square distribution. For the p's
that you sent, (Q, p) = (174.954, .00731) for e*u and (254.377, .
870e-9) for u^2.?

OK, will do. I?ll compute these before I finish the ?4-ups?.
(However, I?d still like to eventually finish the 4-ups as well
because for subset=S, method=N, fold=a1, set=1, the plot for u*e not
only hit me right between the eyes, but did so strongly I was almost
knocked out.)

But one question.

For getting p?s back from the t-distribution via the GNU/GSL functions
accessible from PERL, we wound up doing this:

one-tailed p = 1 - ( gsl_cdf_tdist_P( t, df )

where gsl_cdf_tdist_P is described here:

So from what you just wrote re referring Q to the chi-sqaure
distribution, I assume that I should do this:

one-tailed p = 1 - ( gsl_cdf_chisq_Q( Q, df )

where Q and df are computed as you specified and gsl_cdf_chisq_Q is
described here:

If you disagree, please let me know.

Thanks very much, as always.