Classic Neyman-Pearson approach demo

It notes here that N-P approach does not utilize the information in the accurate p value. Actually, at the time N-P approach was firstly devised, the accurate p value was not available usually. Now almost all statistic softwares provide accurate p values and the N-P approach becomes obsolete. Wilkinson & APA TFSI (1999) recommended to report the accurate p value rather than just significance/insignificance, unless p is smaller than any meaningful precision.




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Wilkinson, L. & APA TFSI (1999). Statistical methods in psychology journals: Guidelines and explanations. American Psychologist, 54, 594-604.

3 thoughts on “Classic Neyman-Pearson approach demo”

  1. It is interesting to verify whether two independent significant repetitions will persuade peers more than the combined whole data set does.

  2. ##If you guess the point has 22% probability to fall in the H_1 region, you will update the probability to 82% after you know it fall in the light gray region with a significant exp report.

    ##to demo Prosecutor's fallacy on wiki
    p_prior=10e-7;##if the defendant is not different From any one of the 10 million population except the DNA test result
    p_alpha=0.0001;##"it is testified that the probability that two DNA profiles match by chance is only 1 in 10,000"
    p_power=1; ##Let's assume the power is extreme
    ##
    (h_1_s=p_power*p_prior/(p_alpha*(1-p_prior)+p_power*p_prior));
    ## the Procecutor mistook the 0.99% target percent as 99.99%.

    ##-------------------------------

    ##to demo the Defendant's fallacy
    p_prior=10e-2;##"The video (evidence) suggests a 99% (rather than 1-10e-7) chance that the defendant is innocent", except the DNA test result
    p_alpha=0.0001;##as the former
    p_power=1; ##as the former
    ##
    (h_1_s=p_power*p_prior/(p_alpha*(1-p_prior)+p_power*p_prior));
    ## the target percentage should be 99.91% rather than 0.99%

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