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Statistical Theory

Georgia Southern University

P-value.

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The Distribution Of The Significance Level, Paul O. Monnu Jan 2024

The Distribution Of The Significance Level, Paul O. Monnu

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Reporting the p-value is customary when conducting a test of hypothesis or significance. The likelihood of getting a fictitious second sample and presuming the null hypothesis is correct is the p-value. The significance level is a statistic that interests us to investigate. Being a statistic, it has a distribution. For the F-test in a one-way ANOVA and the t-tests for population means, we define the significance level, its observed value, and the observed significance level. It is possible to derive the significance level distribution. The t-test and the F-test are not without controversy. Specifically, we demonstrate that as sample size …