4 ms·
> Also, to get technical for a moment, the p-value is not the “probability of happening by chance.” Is it not? According to Wikipedia, it's "[...] the probabil
by blauditore 7y ago
> Also, to get technical for a moment, the p-value is not the “probability of happening by chance.”
Is it not? According to Wikipedia, it's "[...] the probability that, when the null hypothesis is true, the statistical summary [...] would be equal to, or more extreme than, the actual observed results." This sounds pretty much like "probability of happening by chance".
- dzamie 7y agoClose, it's the probability of it happening by chance given that the null hypothesis is true. Unless H0 is objectively and absolutely true, it is not the same as "probability of it happening by chance."
- itcrowd 7y agoIt sounds pretty much the same, but is distinctly different. That's where much of the confusion in the popular press comes from. The difference is that, as highlighted in your quote, there is some null hypothesis that is assumed when discussing p-values. For example: what is the probability of drawing x>2 when the underlying distribution is assumed to be a standard normal distribution N(0,1)? The probability is small in this case, and could provide evidence to reject the null hypothesis (i.e. the distribution is not standard normal). It doesn't tell you about the probability of drawing x>2, it only gives evidence to reject (or not) the null hypothesis. The wiki has more elaborate explanation. And probably better examples than mine.
- kgwgk 7y agoIt is not the “probability of [happening by chance]” (as opposed to the probability of [happening for some reason]). It is the “[probability of happening] by chance” (as opposed to the [probability of not happening] by chance).