\(X\) observed data. \(\phi_\alpha\) a family of tests functions, one for each level \(\alpha\).
We define the \(p\)-value \[ p = \min_\alpha \left[\phi_\alpha(X) > 0\right] \]
13March, 2018
\(X\) observed data. \(\phi_\alpha\) a family of tests functions, one for each level \(\alpha\).
We define the \(p\)-value \[ p = \min_\alpha \left[\phi_\alpha(X) > 0\right] \]
For tests that compare a statistic to a known distribution (Z-scores, T-scores, \(\chi^2\)-tests, …) the \(p\)-value can be calculated directly from the distribution function. Let \(z\) be the Z-score, distributed as \(\mathcal N(0,1)\). \[ p = \mathbb P(Z > z) = 1-\mathbb P(Z < z) = 1-\text{CDF}_{\mathcal N(0,1)}(z) \]
Very common is to require a particular threshold for statistical signficance: getting a small enough \(p\)-value is the difference between
Each group will get an article.