[SciPy-User] stats.ranksums vs. stats.mannwhitneyu
Sturla Molden
sturla at molden.no
Thu Oct 11 05:20:43 EDT 2012
On 10.10.2012 17:18, josef.pktd at gmail.com wrote:
>
> (but I don't think it should make much difference in our conclusions
> if we have 0.051 or 0.045.)
I think it should make all the difference in the world. The
Neuman-Pearson error rates comes from the fixed a priori decision rule.
That is why group sizes and stopping rules need to be fixed in advance
when doing classical statistics. We should NOT be tempted to "add more
data" in case of p=0.051. A sharp null hypothesis is known to be false
in advance, so you can always reject it by adding more data. Once you
start using the p-value as a "subjective measure of evidence" (which by
the way violates the likelihood principle), you should do Bayesian
analysis instead.
Sturla
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