Re: p-value / type I error

Posted by Bruce Weaver on Apr 12, 2011; 2:27pm
URL: http://spssx-discussion.165.s1.nabble.com/p-value-type-I-error-tp4296382p4298339.html

You asked if 0,0123 (or 0.0123) is the Type I error.  You're omitting some important words.  It is the conditional probability of Type I error--conditional on H0 being true, and conditional on you rejecting H0.  (If H0 is false, or you do not reject H0, you cannot make a Type I error.)

HTH.

drfg2008 wrote

Thank you Bruce,

(what I mean by “the difference” is the problem how to combine p and type I error concepts.)

The p-value is the probability of obtaining a test statistic at least as extreme as the one that was actually observed, assuming that the null hypothesis is true. [1]

This definition does not imply a decision (!). It’s a ‘result’ (I don’t have a better word for it). However, in scientific research I have to make decisions. And that’s my problem now, since this implies type I and II errors.

If I for example compute a t-Test and get as a result (let’s say)  p=0,0123 I would reject the H0 since p < 0,05. The result is considered ‘statistically significant’. So far so good. However, what about the type I error. Is the type I error 0,0123 ?



Thanks

[1] http://en.wikipedia.org/wiki/P-value