```Date: Dec 11, 2012 12:44 AM
Author: Ray Koopman
Subject: Re: Response to your last re Q and p

On Dec 10, 5:11 pm, djh <halitsk...@att.net> wrote:> 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 )Didn't we go into this once before? It seems familiar,but I can't find the old posts. Anyhow, I suspect that  gsl_cdf_tdist_Q( t, df )will get you the same thing, without having to subtract from 1,the rule being that _P gets the lower tail and _Q gets the upper.Also, shouldn't you be using  abs( t ) ?>> where gsl_cdf_tdist_P is described here:>> http://www.gnu.org/software/gsl/manual/html_node/The-t_002ddistributi...>> 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 )You want the upper tail, so don't subtract from 1.Try it! Be an experimentalist, not a theoretician!>> where Q and df are computed as you specified and gsl_cdf_chisq_Q is> described here:>> http://www.gnu.org/software/gsl/manual/html_node/The-Chi_002dsquared-...>> If you disagree, please let me know.>> Thanks very much, as always.
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