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> The probability that it arose from chance is equal to or less than 5σ That's not what p value means. The p value is the probability that a high-variance rand
by judk 13y ago
> The probability that it arose from chance is equal to or less than 5σ
That's not what p value means. The p value is the probability that a high-variance random effect (centered around an average behavior of "nothing interesting") would yield a result as extreme as the observation, assuming that random distribution. You need Bayes theorem and highly subjective assumptons if you want to derive a posterior probability that an observed result was drawn by chance from a sample with a boring/interesting mean.
- lutusp 13y ago>> The probability that it arose from chance is equal to or less than 5σ > That's not what p value means. Yes, I know. Verbal shorthand and some associated risk of being misinterpreted.