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Re: p-value / type I error

Posted by Mike on Apr 13, 2011; 5:17pm
URL: http://spssx-discussion.165.s1.nabble.com/p-value-type-I-error-tp4296382p4301196.html

Gerd Gigerenzer tackled these issues, I believe, first in the book
he co-authored "The Probabilistic Revolution" (in a chapter in volume 2).
He reviews these issues again in an entry to (2004) "The Sage Handbook
of Quantitative Methodology for the Social Sciences" (pp391-408).
You might be able to access the chapter here:
http://library.mpib-berlin.mpg.de/ft/gg/GG_Null_2004.pdf

-Mike Palij
New York University
[hidden email]


----- Original Message -----
From: "drfg2008" <[hidden email]>
To: <[hidden email]>
Sent: Wednesday, April 13, 2011 12:06 PM
Subject: Re: p-value / type I error


> The problem seems to be that testing hypothesis is based on a hybrid model,
> consisting of two different models: the Fisher concept and the
> Neyman-Pearson concept.
>
> Fisher followed a complete different approach than Neyman and Pearson.
> Fisher invented the term: "significance" and the term "p-value". [1] Thus,
> according to Fisher, a significance test is defined as a procedure for
> establishing the probability of an outcome (!), as well as more extreme
> ones, on a null hypothesis of no effect or relationship. Whereas Neyman and
> Pearson invented the alpha and beta concept. Raymond Hubbard and M.J.
> Bayarri call it "The distinction between evidence (p’s) and error (α’s)".
>
> My question is, how do these concepts fit together, if at all. Hubbard and
> Bayarri suggest: "This is achieved by reporting conditional (on p-values)
> error probabilities." (3.2 Reconciling Fisher’s and Neyman–Pearson’s Methods
> of Statistical Testing)
>
> My question: Has anyone an idea what is meant by that (and is capable of
> explaning it in a way that everyone can understand)?
>
>
> Frank
>
> [1] http://ftp.isds.duke.edu/WorkingPapers/03-26.pdf
>
> (I thank Generalist for the link)
>
> -----
> FUB
>
> --
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> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
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