February, 2003
© 2000, 2001, 2003 Scott S. Emerson, M.D., Ph.D.
Frequentist Methods 1: 15
Example
P value: Null sampling density tail beyond observed value
If the true treatment effect corresponds to a mean of 0
·the probability of observing a sample mean greater than 0.4 is 0.217, and
·the probability of observing a sample mean less than 0.4 is 0.783.
Two-sided P value is twice the smaller of these probabilities
·Two-sided P value: 0.434