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Why P values are not measures of evidence

by alanchen on 1/27/22, 8:54 PM with 1 comments

  • by hn-0001 on 1/27/22, 9:11 PM

    Muff et al. [ 1. ] propose to implement the recommendation ‘to regard P values as what they are, namely, continuous measures of statistical evidence’. This is a surprising recommendation, given that P values are not valid measures of evidence [ 2.]. If the null-hypothesis is true, P values are uniformly distributed, and it is just as likely to observe a P value of 0.001 as it is to observe a P value of 0.999. Therefore, the interpretation of P = 0.001 as strong evidence cannot be defended just because the probability to observe this P value is small. After all, if the null hypothesis is true, the probability of observing P = 0.999 is exactly as small.