February, 2003
© 2000, 2001, 2003 Scott S. Emerson, M.D., Ph.D.
Frequentist Methods 1: 22
Example
Sampling density is normal; alternative is simple shift
For an observed sample mean of 0.4, this will be the mean, median, and mode of the sampling distribution only if the true treatment effect is 0.4.
Among all sampling distributions (as the true treatment effect varies), the sampling density that is highest at 0.4 is the one that corresponds to a treatment effect of 0.4.