In article <[EMAIL PROTECTED]>,
Jerry Dallal <[EMAIL PROTECTED]> wrote:
>David Hardman wrote:
>> I'm not a statistician so don't have a detailed knowledge
>> of the history of significance testing. However, I've found
>> quite useful a brief summary of the 'philosophies about p'
>> found in Wright, D.B. (1997), "Understanding statistics: An
>> introduction for the social sciences".
>> Wright explains that although Fisher first suggested that
>> it would be useful to have some cutoff, and suggested 5%
>> for convenience, he never intended for this to be a fixed
>> standard. In his later writings he proposed that
>> researchers report their exact p-values and let the reader
>> judge their worth. Although this didn't used to be
>> possible, because tables only provided p-values for a few
>> critical values, the availability of computers means we can
>> now follow Fisher's advice.
>I'm preparing some notes for my students on "Why P=0.05?"
>I'll post them in the next few days (so I don't end up writing
>them twice and piecemeal, to boot!).
As I recall, Lagrange (or was it Laplace?) computed the
exact distribution of the sum of uniform random variables
so he could use .05 level tests for a sample coming from
a uniform distribution about 1795. Physicists use 2 sigma,
approximately .05. I do not know of any consideration of
what happened under the alternative until Neyman and Pearson.
Significance testing was widely used in the 19th century.
Student pointed out that significance levels based on
the normal distribution were wrong when estimated variances
were used. It was widely used before Fisher.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
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