[R] P values

[Duncan Murdoch]

Robert A LaBudde wrote:
> 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.
>
>   
I'm not sure what you mean by this.  P-values are simply statistics 
calculated from the data; why wouldn't they be real if they are small?

Duncan Murdoch