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In statistics, the p-value is a function of the observed sample results (a statistic) that is used for testing a statistical hypothesis. Before the test is performed, a threshold

value is chosen, called the signicance level of the test,

traditionally 5% or 1% [1] and denoted as . This threshold value is the proportion of false alarms that we are

willing to tolerate in our decision process.[2]

standard normal distribution N(0,1), the rejection of this

null hypothesis can mean (i) the mean is not zero, (ii) the

variance is not unity, or (iii) the distribution is not normal.

In statistics, a statistical hypothesis refers to a probability distribution that is assumed to govern the observed

data.[lower-alpha 2] If X is a random variable representing

the observed data and H is the statistical hypothesis under

consideration, then the notion of statistical signicance

can be naively quantied by the conditional probability

P r(X|H), , which gives the likelihood of the observation if the hypothesis is assumed to be correct. However,

if X is a continuous random variable and an instance x

is observed, P r(X = x|H) = 0. Thus, this naive definition is inadequate and needs to be changed so as to

accommodate the continuous random variables.

level (), it suggests that the observed data are inconsistent with the assumption that the null hypothesis is true

and thus that hypothesis must be rejected (but this does

not automatically mean the alternative hypothesis can be

accepted as true). When the p-value is calculated correctly, such a test is guaranteed to control the Type I error

rate to be no greater than .

An equivalent interpretation is that p-value is the probability of obtaining the observed sample results, or more

extreme results, when the null hypothesis is actually true

(here, more extreme is dependent on the way the hypothesis is tested).[3]

be confused with P r(H|X), the probability of the hypothesis given the data, or P r(H), the probability of the

hypothesis being true, or P r(X), the probability of obSince p-value is used in frequentist inference (and not serving the given data.

Bayesian inference), it does not in itself support reasoning about the probabilities of hypotheses but is only as a

tool for deciding whether to reject the null hypothesis.

2 Denition and interpretation

Statistical hypothesis tests making use of p-values are

commonly used in many elds of science and social

sciences, such as economics, psychology,[4] biology,

criminal justice and criminology, and sociology.[5] Misuse of this tool continues to be the subject of criticism.[6]

Important:

Pr (observation | hypothesis) Pr (hypothesis | observation)

The probability of observing a result given that some hypothesis

is true is not equivalent to the probability that a hypothesis is true

given that some result has been observed.

the transposed conditional fallacy.

Basic concepts

Probability density

The p-value is used in the context of null hypothesis testing in order to quantify the idea of statistical signicance of evidence.[lower-alpha 1] Null hypothesis testing is

a reductio ad absurdum argument adapted to statistics.

In essence, a claim is shown to be valid by demonstrating

the improbability of the consequence that results from assuming the counter-claim to be true.

P-value

Very un-likely

observations

Very un-likely

observations

Observed

data point

Set of possible results

this test and embodies the counter-claim is referred to as

the null hypothesis. A result is said to be statistically signicant if it can enable the rejection of the null hypothesis. The rejection of the null hypothesis implies that the

correct hypothesis lies in the logical complement of the

null hypothesis.

(or more extreme) result assuming that the null hypothesis is true.

the probability density of each outcome, computed under the null

hypothesis. The p-value is the area under the curve past the observed data point.

5 EXAMPLES

The p-value is dened as the probability, under the as- value, p value, P-value, P value, p-value, p value, P-value,

sumption of hypothesis H , of obtaining a result equal to and P value are all possible).

or more extreme than what was actually observed. Depending on how it is looked at, the more extreme than

what was actually observed can mean {X x} (right- 4 Calculation

tail event) or {X x} (left-tail event) or the smaller

of {X x} and {X x} (double-tailed event). Thus,

Usually, instead of the actual observations, X is instead a

the p-value is given by

test statistic. A test statistic is a scalar function of all the

observations, such as the average or the correlation coef P r(X x|H) for right tail event,

cient, which summarizes the characteristics of the data

by a single number, relevant to a particular inquiry. As

P r(X x|H) for left tail event,

such, the test statistic follows a distribution determined

2 min{P r(X x|H), P r(X x|H)} for double by the function used to dene that test statistic and the

tail event.

distribution of the observational data.

The smaller the p-value, the larger the signicance because it tells the investigator that the hypothesis under

consideration may not adequately explain the observation. The hypothesis H is rejected if any of these probabilities is less than or equal to a small, xed but arbitrarily

pre-dened threshold value , which is referred to as the

level of signicance. Unlike the p-value, the level is not

derived from any observational data and does not depend

on the underlying hypothesis; the value of is instead

determined by the consensus of the research community

that the investigator is working in.

to follow the normal distribution, depending on the nature of the test statistic and thus the underlying hypothesis of the test statistic, dierent null hypothesis tests have

been developed. Some such tests are z-test for normal

distribution, t-test for Students t-distribution, f-test for

f-distribution. When the data do not follow a normal distribution, it can still be possible to approximate the distribution of these test statistics by a normal distribution

by invoking the central limit theorem for large samples,

as in the case of Pearsons chi-squared test.

Since the value of x that denes the left tail or right tail

event is a random variable, this makes the p-value a function of x and a random variable in itself dened uniformly

over [0, 1] interval, assuming x is continuous. Thus, the

p-value is not xed. This implies that p-value cannot be

given a frequency counting interpretation since the probability has to be xed for the frequency counting interpretation to hold. In other words, if a same test is repeated independently bearing upon the same overall null

hypothesis, it will yield dierent p-values at every repetition. Nevertheless, these dierent p-values can be combined using Fishers combined probability test. It should

further be noted that an instantiation of this random pvalue can still be given a frequency counting interpretation with respect to the number of observations taken during a given test, as per the denition, as the percentage of

observations more extreme than the one observed under

the assumption that the null hypothesis is true. Lastly, the

xed pre-dened level can be interpreted as the rate of

falsely rejecting the null hypothesis (or type I error), since

P r(Reject H|H) = P r(p ) = .

a test statistic (together with deciding whether the researcher is performing a one-tailed test or a two-tailed

test), and data. Even though computing the test statistic

on given data may be easy, computing the sampling distribution under the null hypothesis, and then computing its

CDF is often a dicult computation. Today, this computation is done using statistical software, often via numeric

methods (rather than exact formulas), but in the early and

mid 20th century, this was instead done via tables of values, and one interpolated or extrapolated p-values from

these discrete values. Rather than using a table of pvalues, Fisher instead inverted the CDF, publishing a list

of values of the test statistic for given xed p-values; this

corresponds to computing the quantile function (inverse

CDF).

5 Examples

Here a few simple examples follow, each illustrating a poA more general interpretation is that the p-value is the tential pitfall.

lowest for which the null hypothesis can be rejected for

a given set of observations and for a family of rejection

5.1 One roll of a pair of dice

regions which are based on .

Suppose a researcher rolls a pair of dice once and assumes a null hypothesis that the dice are fair, not loaded

3 Styles for writing "p-value

or weighted toward any specic number/roll/result; uniform. The test statistic is the sum of the rolled numDepending on which style guide is applied, the p may or bers and is one-tailed. The researcher rolls the dice and

not be italicized, capitalized, or hyphenated (the forms p- observes that both dice show 6, yielding a test statistic

5.4

of 12. The p-value of this outcome is 1/36 (because under the assumption of the null hypothesis, the test statistic

is uniformly distributed) or about 0.028 (the highest test

statistic out of 66 = 36 possible outcomes). If the researcher assumed a signicance level of 0.05, this result

would be deemed signicant and the hypothesis that the

dice are fair would be rejected.

In this case, a single roll provides a very weak basis (that

is, insucient data) to draw a meaningful conclusion

about the dice. This illustrates the danger with blindly

applying p-value without considering the experiment design.

5.2

assumes a null hypothesis that the coin is fair. The test

statistic of total number of heads can be one-tailed or

two-tailed: a one-tailed test corresponds to seeing if the

coin is biased towards heads, but a two-tailed test corresponds to seeing if the coin is biased either way. The

researcher ips the coin ve times and observes heads

each time (HHHHH), yielding a test statistic of 5. In a

one-tailed test, this is the most extreme value out of all

possible outcomes, and yields a p-value of (1/2)5 = 1/32

0.03. If the researcher assumed a signicance level of

0.05, this result would be deemed signicant and the hypothesis that the coin is fair would be rejected. In a twotailed test, a test statistic of zero heads (TTTTT) is just

as extreme and thus the data of HHHHH would yield a pvalue of 2(1/2)5 = 1/16 0.06, which is not signicant

at the 0.05 level.

3

example).

This demonstrates that in interpreting p-values, one must

also know the sample size, which complicates the analysis.

Suppose a researcher ips a coin ten times and assumes

a null hypothesis that the coin is fair. The test statistic is

the total number of heads and is two-tailed. Suppose the

researcher observes alternating heads and tails with every

ip (HTHTHTHTHT). This yields a test statistic of 5 and

a p-value of 1 (completely unexceptional), as that is the

expected number of heads.

Suppose instead that test statistic for this experiment was

the number of alternations (that is, the number of times

when H followed T or T followed H), which is again twotailed. That would yield a test statistic of 9, which is extreme and has a p-value of 1/28 = 1/256 0.0039 .

That would be considered extremely signicant, well beyond the 0.05 level. These data indicate that, in terms of

one test statistic, the data set is extremely unlikely to have

occurred by chance, but it does not suggest that the coin

is biased towards heads or tails.

By the rst test statistic, the data yield a high p-value, suggesting that the number of heads observed is not unlikely.

By the second test statistic, the data yield a low p-value,

suggesting that the pattern of ips observed is very, very

unlikely. There is no alternative hypothesis (so only rejection of the null hypothesis is possible) and such data

could have many causes. The data may instead be forged,

or the coin may be ipped by a magician who intentionThis demonstrates that specifying a direction (on a sym- ally alternated outcomes.

metric test statistic) halves the p-value (increases the signicance) and can mean the dierence between data be- This example demonstrates that the p-value depends

completely on the test statistic used and illustrates that

ing considered signicant or not.

p-values can only help researchers to reject a null hypothesis, not consider other hypotheses.

5.3

of times (n) and assumes a null hypothesis that the coin

is fair. The test statistic is the total number of heads and

is two-tailed test. Suppose the researcher observes heads

for each ip, yielding a test statistic of n and a p-value

of 2/2n . If the coin was ipped only 5 times, the p-value

would be 2/32 = 0.0625, which is not signicant at the

0.05 level. But if the coin was ipped 10 times, the pvalue would be 2/1024 0.002, which is signicant at

the 0.05 level.

outcome

Suppose a researcher ips a coin two times and assumes

a null hypothesis that the coin is unfair: both sides are

heads. The test statistic is the total number of heads (onetailed). The researcher observes one head and one tail

(HT), yielding a test statistic of 1 and a p-value of 0. In

this case the data is inconsistent with the hypothesis; for

a two-headed coin, a tail can never come up. In that case,

the outcome is not simply unlikely in the null hypothesis

but in fact impossible, and the null hypothesis can be definitely rejected as false. In practice, such experiments almost never occur, as all data that could be observed would

be possible in the null hypothesis (albeit unlikely).

false (that is, the coin is not fair somehow), but changing

the sample size changes the p-value and signicance level.

In the rst case, the sample size is not large enough to

allow the null hypothesis to be rejected at the 0.05 level

(in fact, the p-value can never be below 0.05 for the coin If the null hypothesis were instead that the coin came up

p-value would instead be[lower-alpha 3] 0.0199 0.02. In

that case, the null hypothesis could not denitely be ruled

out (this outcome is unlikely in the null hypothesis but

possible), but the null hypothesis would be rejected at the

0.05 level (in fact at the 0.02 level) since the outcome is

less than 2% likely in the null hypothesis.

5.6

Coin ipping

HISTORY

binomial distribution makes that an unnecessary computation to nd the smaller of the two probabilities.

Here, the calculated p-value exceeds 0.05, so the observation is consistent with the null hypothesis, as it falls within

the range of what would happen 95% of the time were the

coin in fact fair. Hence, the null hypothesis at the 5% level

is not rejected. Although the coin did not fall evenly, the

deviation from expected outcome is small enough to be

consistent with chance.

However, had one more head been obtained, the resulting p-value (two-tailed) would have been 0.0414 (4.14%).

The null hypothesis (that the observed result of 15 heads

As an example of a statistical test, an experiment is per- out of 20 ips can be ascribed to chance alone) is rejected

formed to determine whether a coin ip is fair (equal when a 5% cut-o is used.

chance of landing heads or tails) or unfairly biased (one

outcome being more likely than the other).

Main article: Checking whether a coin is fair

Suppose that the experimental results show the coin turning up heads 14 times out of 20 total ips. The null hypothesis is that the coin is fair, and the test statistic is the

number of heads. If a right-tailed test is considered, the

p-value of this result is the chance of a fair coin landing

on heads at least 14 times out of 20 ips. That probability

can be computed from binomial coecients as

6 History

Fisher in the 1920s, computations of p-values date back

to the 1770s, where they were calculated by Pierre-Simon

Laplace:[7]

statistics of almost half a million births. The

statistics showed an excess of boys compared

Prob(14heads ) + Prob(15heads ) + + Prob(20heads )

[( ) ( )

( )]

to girls. He concluded by calculation of a

20

20

20

60,460

1

p-value that the excess was a real, but unex+

+ +

=

0.058

= 20

2

14

15

20

1,048,576

plained, eect.

This probability is the p-value, considering only extreme

results that favor heads. This is called a one-tailed test.

However, the deviation can be in either direction, favoring either heads or tails. The two-tailed p-value, which

considers deviations favoring either heads or tails, may instead be calculated. As the binomial distribution is symmetrical for a fair coin, the two-sided p-value is simply

twice the above calculated single-sided p-value: the twosided p-value is 0.115.

In the above example:

Null hypothesis (H0 ):

Prob(heads) = 0.5

Level of signicance: 0.05

Observation O: 14 heads out of 20 ips; and

Two-tailed p-value of observation O given H0 =

2*min(Prob(no. of heads 14 heads), Prob(no.

of heads 14 heads))= 2*min(0.058, 0.978) =

2*0.058 = 0.115.

The p-value was rst formally introduced by Karl Pearson, in his Pearsons chi-squared test,[8] using the chisquared distribution and notated as capital P.[8] The pvalues for the chi-squared distribution (for various values of 2 and degrees of freedom), now notated as P,

was calculated in (Elderton 1902), collected in (Pearson

1914, pp. xxxixxxiii, 2628, Table XII). The use

of the p-value in statistics was popularized by Ronald

Fisher,[9] and it plays a central role in Fishers approach

to statistics.[10]

In his inuential book Statistical Methods for Research

Workers (1925), Fisher proposes the level p = 0.05, or a 1

in 20 chance of being exceeded by chance, as a limit for

statistical signicance, and applies this to a normal distribution (as a two-tailed test), thus yielding the rule of two

standard deviations (on a normal distribution) for statistical signicance (see 689599.7 rule).[11][lower-alpha 4][12]

but, importantly, reverses the roles of 2 and p. That

is, rather than computing p for dierent values of 2

(and degrees of freedom n), he computes values of 2

that yield specied p-values, specically 0.99, 0.98, 0.95,

Note that the Prob(no. of heads 14 heads) = 1 - 0,90, 0.80, 0.70, 0.50, 0.30, 0.20, 0.10, 0.05, 0.02, and

Prob(no. of heads 14 heads) + Prob(no. of head = 14) 0.01.[13] That allowed computed values of 2 to be com= 1 - 0.058 + 0.036 = 0.978; however, symmetry of the pared against cutos and encouraged the use of p-values

5

(especially 0.05, 0.02, and 0.01) as cutos, instead of 7 Misunderstandings

computing and reporting p-values themselves. The same

type of tables were then compiled in (Fisher & Yates See also: Condence interval Misunderstandings

1938), which cemented the approach.[12]

As an illustration of the application of p-values to the design and interpretation of experiments, in his following

book The Design of Experiments (1935), Fisher presented

the lady tasting tea experiment,[14] which is the archetypal

example of the p-value.

To evaluate a ladys claim that she (Muriel Bristol) could

distinguish by taste how tea is prepared (rst adding the

milk to the cup, then the tea, or rst tea, then milk), she

was sequentially presented with 8 cups: 4 prepared one

way, 4 prepared the other, and asked to determine the

preparation of each cup (knowing that there were 4 of

each). In that case, the null hypothesis was that she had

no special ability,

( )the test was Fishers exact test, and the

p-value was 1/ 84 = 1/70 0.014, so Fisher was willing to reject the null hypothesis (consider the outcome

highly unlikely to be due to chance) if all were classied correctly. (In the actual experiment, Bristol correctly

classied all 8 cups.)

for statistical signicance has been criticized for its inherent shortcomings and the potential for misinterpretation.

The data obtained by comparing the p-value to a significance level will yield one of two results: either the null

hypothesis is rejected, or the null hypothesis cannot be rejected at that signicance level (which however does not

imply that the null hypothesis is true). In Fishers formulation, there is a disjunction: a low p-value means either

that the null hypothesis is true and a highly improbable

event has occurred or that the null hypothesis is false.

However, people interpret the p-value in many incorrect

ways and try to draw other conclusions from p-values,

which do not follow.

probabilities of hypotheses, which requires multiple hypotheses or a range of hypotheses, with a prior distribuFisher reiterated the p = 0.05 threshold and explained its tion of likelihoods between them, as in Bayesian statistics. There, one uses a likelihood function for all possible

rationale, stating:[15]

values of the prior instead of the p-value for a single null

hypothesis.

It is usual and convenient for experimenters to take 5 per cent as a standard level

of signicance, in the sense that they are

prepared to ignore all results which fail to

reach this standard, and, by this means, to

eliminate from further discussion the greater

part of the uctuations which chance causes

have introduced into their experimental results.

null hypothesis and does not make reference to or allow conclusions about any other hypotheses, such as the

alternative hypothesis in NeymanPearson statistical hypothesis testing. In that approach,one instead has a decision function between two alternatives, often based on a

test statistic, and computes the rate of Type I and type II

errors as and . However, the p-value of a test statistic

cannot be directly compared to these error rates and .

Instead, it is fed into a decision function.

He also applies this threshold to the design of experi- values.

ments, noting that had only 6 cups been presented (3 of

1. The p-value is not the probability that the null

each), a perfect

(6)classication would have only yielded a

hypothesis is true or the probability that the alp-value of 1/ 3 = 1/20 = 0.05, which would not have

[15]

ternative hypothesis is false. It is not connected

met this level of signicance.

Fisher also underlined

to either. In fact, frequentist statistics does not and

the frequentist interpretation of p, as the long-run proporcannot attach probabilities to hypotheses. Comparition of values at least as extreme as the data, assuming the

son of Bayesian and classical approaches shows that

null hypothesis is true.

a p-value can be very close to zero and the posterior

In later editions, Fisher explicitly contrasted the use of

probability of the null is very close to unity (if there

the p-value for statistical inference in science with the

is no alternative hypothesis with a large enough a priNeymanPearson method, which he terms Acceptance

ori probability that would explain the results more

Procedures.[16] Fisher emphasizes that while xed levels

easily), Lindleys paradox. There are also a prisuch as 5%, 2%, and 1% are convenient, the exact p-value

ori probability distributions in which the posterior

can be used, and the strength of evidence can and will be

probability and the p-value have similar or equal

revised with further experimentation. In contrast, decivalues.[19]

sion procedures require a clear-cut decision, yielding an

2. The p-value is not the probability that a nding

irreversible action, and the procedure is based on costs

is merely a uke. Calculating the p-value is based

of error, which, he argues, are inapplicable to scientic

on the assumption that every nding is a uke, the

research.

11 NOTES

product of chance alone. Thus, the probability that

the result is due to chance is in fact unity. The phrase

the results are due to chance is used to mean that

the null hypothesis is probably correct. However,

that is merely a restatement of the inverse probability fallacy since the p-value cannot be used to gure

out the probability of a hypothesis being true.

data (50 heads out of 100 ips) are the same for the two

experiments.

5. The signicance level, such as 0.05, is not determined by the p-value. Rather, the signicance

level is decided by the person conducting the experiment (with the value 0.05 widely used by the scientic community) before the data are viewed, and

it is compared against the calculated p-value after

the test has been performed. (However, reporting

a p-value is more useful than simply saying that the

results were or were not signicant at a given level

and allows readers to decide for themselves whether

to consider the results signicant.)

expected number of times in multiple testing that one expects to obtain a test statistic at least as extreme as the one

that was actually observed if one assumes that the null hypothesis is true. The E-value is the product of the number

of tests and the p-value.

against the null hypothesis. He called on researchers to

combine p in the mind with other types of evidence for

and against that hypothesis such as the a priori plausibilthe relative strengths of results

3. The p-value is not the probability of falsely re- ity of the hypothesis and

[23]

from

previous

studies.

jecting the null hypothesis. That error is a version

of the so-called prosecutors fallacy.

In very rare cases, the use of p-values has been banned

by certain journals.[24]

4. The p-value is not the probability that replicating

the experiment would yield the same conclusion.

Quantifying the replicability of an experiment was

9 Related quantities

attempted through the concept of p-rep.

6. The p-value does not indicate the size or importance of the observed eect. The two vary

together, however, and the larger the eect, the

smaller the sample size that will be required to get a

signicant p-value (see eect size).

Criticisms

10 See also

Condence interval

Counternull

False discovery rate

Fishers method of combining p-values

Generalized p-value

Multiple comparisons

Null hypothesis

p-rep

Statistical hypothesis testing

decide statistical signicance is based on an arbitrary

choice of level (often set at 0.05).[20] If signicance testing is applied to hypotheses that are known to be false

in advance, a non-signicant result will simply reect an

insucient sample size; a p-value depends only on the

information obtained from a given experiment.

The p-value is incompatible with the likelihood principle

and depends on the experiment design, the test statistic in

question. That is, the denition of more extreme data

depends on the sampling methodology adopted by the

investigator;[21] for example, the situation in which the investigator ips the coin 100 times, yielding 50 heads, has

a set of extreme data that is dierent from the situation

in which the investigator continues to ip the coin until

50 heads are achieved yielding 100 ips.[22] That is to be

expected, as the experiments are dierent experiments,

and the sample spaces and the probability distributions

P-hacking

11 Notes

[1] Note that the statistical signicance of a result does not

imply that the result is scientically signicant as well.

[2] It should be noted that a statistical hypothesis is conceptually dierent from a scientic hypothesis.

[3] Odds of TT is (0.01)2 , odds of HT and TH are 0.99

0.01 and 0.01 0.99, which are equal, and adding these

yield 0.012 + 2 0.01 0.99 = 0.0199

[4] To be precise the p = 0.05 corresponds to about 1.96 standard deviations for a normal distribution (two-tailed test),

and 2 standard deviations corresponds to about a 1 in 22

chance of being exceeded by chance, or p 0.045; Fisher

notes these approximations.

12

References

Nature 506 (7487): 150. doi:10.1038/506150a.

[2] Kruschke, John K. (January 2015). 11.1.2. Null Hypothesis Signicance Testing. Doing Bayesian Data

Analysis: A Tutorial with R, JAGS, and Stan (2 ed.). Academic Press. p. 305. ISBN 978-0-12-405888-0. Retrieved 13 August 2015.

Calibration of p Values for Testing Precise Null Hypotheses. The American Statistician 55 (1): 6271.

doi:10.1198/000313001300339950. JSTOR 2685531.

[21] Casson, R. J. (2011). The pesty P value. Clinical & Experimental Ophthalmology 39 (9): 849850.

doi:10.1111/j.1442-9071.2011.02707.x.

[22] Johnson, D. H. (1999). The Insignicance of Statistical

Signicance Testing. Journal of Wildlife Management 63

(3): 763772. doi:10.2307/3802789.

ps and as in Psychological Research, Theory Psychology

June 2004 vol. 14 no. 3 295-327

[4] Wetzels, R.; Matzke, D.; Lee, M. D.; Rouder, J. N.; Iverson, G. J.; Wagenmakers, E. -J. (2011). Statistical Evidence in Experimental Psychology: An Empirical Comparison Using 855 t Tests. Perspectives on Psychological

Science 6 (3): 291. doi:10.1177/1745691611406923.

ed. Thomson Wadsworth: Belmont, California.

[6] Scientists Perturbed by Loss of Stat Tool to Sift Research

Fudge from Fact. Scientic American. April 16, 2015.

[7] Stigler 1986, p. 134.

[8] Pearson 1900.

[9] Inman 2004.

[10] Hubbard & Bayarri 2003, p. 1.

[11] Fisher 1925, p. 47, Chapter III. Distributions.

[12] Dallal 2012, Note 31: Why P=0.05?.

[13] Fisher 1925, pp. 7879, 98, Chapter IV. Tests of Goodness of Fit, Independence and Homogeneity; with Table

of 2 , Table III. Table of 2 .

[14] Fisher 1971, II. The Principles of Experimentation, Illustrated by a Psycho-physical Experiment.

[15] Fisher 1971, Section 7. The Test of Signicance.

[16] Fisher 1971, Section 12.1 Scientic Inference and Acceptance Procedures.

[17] Sterne, J. A. C.; Smith, G. Davey (2001). Sifting

the evidencewhats wrong with signicance tests?".

BMJ (Clinical research ed.) 322 (7280): 226231.

doi:10.1136/bmj.322.7280.226. PMC 1119478. PMID

11159626.

Tool to Sift Research Fudge from Fact. scienticamerican.com. Scientic American. Retrieved 22 April 2015.

13 Further reading

Pearson, Karl (1900). On the criterion that

a given system of deviations from the probable

in the case of a correlated system of variables

is such that it can be reasonably supposed to

have arisen from random sampling (PDF). Philosophical Magazine Series 5 50 (302): 157175.

doi:10.1080/14786440009463897.

Elderton, William Palin (1902).

Tables for

Testing the Goodness of Fit of Theory to

Observation.

Biometrika 1 (2): 155163.

doi:10.1093/biomet/1.2.155.

Fisher, Ronald (1925). Statistical Methods for Research Workers. Edinburgh: Oliver & Boyd. ISBN

0-05-002170-2.

Fisher, Ronald A. (1971) [1935]. The Design of

Experiments (9th ed.). Macmillan. ISBN 0-02844690-9.

Fisher, R. A.; Yates, F. (1938). Statistical tables for

biological, agricultural and medical research. London.

Stigler, Stephen M. (1986). The history of statistics :

the measurement of uncertainty before 1900. Cambridge, Mass: Belknap Press of Harvard University

Press. ISBN 0-674-40340-1.

What They Are Not. The American Statistician 50 (3).

doi:10.2307/2684655. JSTOR 2684655.

2003), P Values are not Error Probabilities (PDF), a

working paper that explains the dierence between

Fishers evidential p-value and the NeymanPearson

Type I error rate .

[19] Casella, George; Berger, Roger L. (1987). Reconciling Bayesian and Frequentist Evidence in

the One-Sided Testing Problem.

Journal of the

American Statistical Association 82 (397): 106111.

doi:10.1080/01621459.1987.10478396.

Why We Don't Really Know What Statistical

Signicance Means: Implications for Educators.

Journal of Marketing Education 28 (2): 114.

doi:10.1177/0273475306288399.

14

Hubbard, Raymond; Lindsay, R. Murray (2008).

Why P Values Are Not a Useful Measure

of Evidence in Statistical Signicance Testing

(PDF). Theory & Psychology 18 (1): 6988.

doi:10.1177/0959354307086923.

Stigler, S. (December 2008). Fisher and the 5%

level. Chance 21 (4): 12. doi:10.1007/s00144008-0033-3.

Dallal, Gerard E. (2012). The Little Handbook of

Statistical Practice.

13.1

Links

Presentation about the p-value

14

External links

tests (chi-square, Fishers F-test, etc.).

Understanding p-values, including a Java applet that

illustrates how the numerical values of p-values can

give quite misleading impressions about the truth or

falsity of the hypothesis under test.

EXTERNAL LINKS

15

15.1

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