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p-value
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How is a p-value calculated?
A p-value is calculated using a statistical test, which compares the observed data against a distribution expected under the null hypothesis.
What is the commonly used cutoff for p-values to determine statistical significance?
The common cutoff for declaring statistical significance is a p-value less than 0.05.
What does a p-value tell us about effect size?
A p-value does not directly measure effect size; it addresses only the strength of evidence against the null hypothesis. Effect size needs to be measured separately to understand the magnitude of an effect.
What is a p-value?
A p-value is the probability of obtaining test results at least as extreme as the results actually observed, under the assumption that the null hypothesis is correct.
What is the null hypothesis in relation to p-values?
The null hypothesis is a general statement or default position that there is no relationship between two measured phenomena. P-values are calculated with the assumption that the null hypothesis is true.
Is it possible to have a low p-value but a clinically insignificant result?
Yes, it is possible because a low p-value indicates statistical significance, not necessarily clinical or practical significance. The effect size must be evaluated to assess clinical relevance.
What does a low p-value indicate about the statistical significance of a result?
A low p-value suggests that the observed data are unlikely under the assumption of the null hypothesis, hence the result is considered to be statistically significant.
Can a p-value provide the probability of the observed data given that the null hypothesis is false?
No, a p-value cannot provide this probability. It only indicates the probability of observed (or more extreme) data assuming the null hypothesis is true.
How does the sample size affect the p-value?
A larger sample size can lead to smaller p-values as it reduces variability and allows for a more accurate estimation of the effect size, potentially detecting smaller differences as statistically significant.
Why can repeating tests and then selecting for low p-values be problematic?
This practice, known as 'p-hacking', can lead to false positives, as it capitalizes on chance and inflates the likelihood of finding a statistically significant result by sheer repetition.
How do p-values relate to confidence intervals?
If the confidence interval for a parameter estimate does not include the value under the null hypothesis (e.g., a mean difference of zero), it corresponds to a statistically significant p-value (typically less than 0.05).
Does the p-value depend on the direction of the effect?
P-values can be calculated for one-tailed or two-tailed tests. In one-tailed tests, the direction matters, while in two-tailed tests, it does not, as they measure the extremeness of the effect regardless of direction.
What does a p-value not tell us?
A p-value does not indicate the size of an effect, the importance of a result, or the probability that the null hypothesis is true.
What is the consequence of setting the significance level too high?
Setting the significance level too high (e.g., ) increases the risk of Type I errors, falsely declaring a result as significant when it is actually due to chance.
Why should we not interpret the p-value as the probability that the null hypothesis is true?
The p-value measures the probability of the observed data under the assumption of the null hypothesis, not the reverse. It does not measure the probability that the null hypothesis itself is true.
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