[R] P values

Robert A LaBudde ral at lcfltd.com
Fri May 7 01:09:01 CEST 2010


At 01:40 PM 5/6/2010, Joris Meys wrote:
>On Thu, May 6, 2010 at 6:09 PM, Greg Snow <Greg.Snow at imail.org> wrote:
>
> > Because if you use the sample standard deviation then it is a t test not a
> > z test.
> >
>
>I'm doubting that seriously...
>
>You calculate normalized Z-values by substracting the sample mean and
>dividing by the sample sd. So Thomas is correct. It becomes a Z-test since
>you compare these normalized Z-values with the Z distribution, instead of
>the (more appropriate) T-distribution. The T-distribution is essentially a
>Z-distribution that is corrected for the finite sample size. In Asymptopia,
>the Z and T distribution are identical.

And it is only in Utopia that any P-value less than 0.01 actually 
corresponds to reality.

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Robert A. LaBudde, PhD, PAS, Dpl. ACAFS  e-mail: ral at lcfltd.com
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