4 ms·
Others have already explained it well enough, but I'll just add a few important concepts. First, if you remember nothing else, remember this: the p-value has ab
by rcthompson 12y ago
Others have already explained it well enough, but I'll just add a few important concepts. First, if you remember nothing else, remember this: the p-value has absolutely nothing to do with the alternative hypothesis. In the context of p-values, there is no alternative hypothesis; it doesn't exist. The p-value only says anything about the relationship of your data to the null hypothesis. The second thing to keep in mind is that any null hypothesis likely has lots of assumptions built in to it, and if any of those is violated, the associated p-value is invalid. So you should always be aware of what those assumptions are, and try to verify that your data satisfied then if possible. (Almost no one does this, of course.) For example, the standard t-test assumes, among other things, that your data is normally distributed and that all groups have equal variance. If either of these assumptions is violated, the test is invalid.
Lastly, if you're in a situation where you're performing a large number of tests, always correct for multiple testing (i.e. false discovery rate or some similar method). Also, you can take advantage of your large data set to construct a negative control (e.g. by shuffling samples, the exact method will vary) and verify that your chosen statistical test gives a flat distribution of p-values, which is the expected result when all of the null hypotheses are true. If you have an excess of small p-values in the null data set, this indicates your test is producing false positives and is not reliable (presumably because one or more assumptions have been violated).