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Once the t value and degrees of freedom are determined, a p-value can be found using a table of values from Student's t-distribution. If the calculated p-value is below the threshold chosen for statistical significance (usually the 0.10, the 0.05, or 0.01 level), then the null hypothesis is rejected in favor of the alternative hypothesis.
p. -value. In null-hypothesis significance testing, the -value[note 1] is the probability of obtaining test results at least as extreme as the result actually observed, under the assumption that the null hypothesis is correct. [2][3] A very small p -value means that such an extreme observed outcome would be very unlikely under the null hypothesis.
Multiple comparisons problem. An example of coincidence produced by data dredging (uncorrected multiple comparisons) showing a correlation between the number of letters in a spelling bee's winning word and the number of people in the United States killed by venomous spiders. Given a large enough pool of variables for the same time period, it is ...
A statistical hypothesis test typically involves a calculation of a test statistic. Then a decision is made, either by comparing the test statistic to a critical value or equivalently by evaluating a p -value computed from the test statistic. Roughly 100 specialized statistical tests have been defined. [ 1 ][ 2 ]
The procedures of Bonferroni and Holm control the FWER under any dependence structure of the p-values (or equivalently the individual test statistics).Essentially, this is achieved by accommodating a `worst-case' dependence structure (which is close to independence for most practical purposes).
95% of the area under the normal distribution lies within 1.96 standard deviations away from the mean. In probability and statistics, the 97.5th percentile point of the standard normal distribution is a number commonly used for statistical calculations. The approximate value of this number is 1.96, meaning that 95% of the area under a normal ...
In probability and statistics, Student's t distribution (or simply the t distribution) is a continuous probability distribution that generalizes the standard normal distribution. Like the latter, it is symmetric around zero and bell-shaped. However, has heavier tails and the amount of probability mass in the tails is controlled by the parameter ...
The probability of direction has a direct correspondence with the frequentist one-sided p-value through the formula = and to the two-sided p-value through the formula = (). Thus, a two-sided p -value of respectively .1, .05, .01 and .001 would correspond approximately to a pd of 95%, 97.5%, 99.5% and 99.95%. [ 10 ]