Hi. Thanks to all those who contributed to the discussion on my original
query attached below. Most of you requested more information, so I'll
try and flesh out the problem here. The actual computation I'm
attempting is a genetic linkage disequilibrium (LD) test, with the null
hypothesis that no LD exists between two genetic sites (loci) i.e. the
alleles (genes) at one locus appear randomly with respect to the second
locus. An EM algorithm is used to get the likelihood of the observed
data (L1). The likelihood under the assumption of no LD is also
calculated (L0), and from this a statistic S=2*ln(L1/L0) is calculated. 
For data with low genetic diversity and large sample sizes, S has a
chi-square distribution, and the P-value is thereby obtained. For more
complex cases the alleles at one locus were permuted 1000 times (or
more), and for each permutation S was calculated and the P-value for the
test was the proportion of replicates that produced values of S equal or
greater than the original S. In both cases I bootstrapped the original
data 1000 times to get the CIs.
This was done for a number of pairs of loci. To illustrate what I meant
by "narrow" and "enormous", here are some examples with the p-value, the
median of the bootstrap values and the upper and lower limits of 95% CI:

Locus pair      P-value         Median          Lower           Upper
1               0.002414        0.002422        0.000055        0.037401
2               0.971621        0.512296        0.181935        0.850761
3               0.000000        0.000000        0.000000        0.000000
4               0.018936        0.016100        0.001082        0.193285
5               0.832001        0.505662        0.173286        0.857703

Judging by the comments on the relationship between p-values and
confidence intervals, I have a suspicion that going through the
computationally expensive process of bootstrapping is not actually
teaching me anything new, but I would like to get some sort of estimate
of error associated with the computed p-values. Some mention has been
made of the variance being proportional to p(1-p) - is the constant of
proportionality easy to compute? Presumably the number of permutations
is a factor.
Regards,
Enda

> Hi. I have a query regarding whether it is logical to place a
> confidence interval about a P-value. The computation involved uses a
> permutation method to produce a P-value for a hypothesis test. In an
> effort to check the reliability of this P-value I have been
> bootstrapping the raw data to produce a confidence interval about this
> P-value. Curiously, for significant P-values the CI is in general
> quite narrow, whereas for non-significant values, I get enormous CIs.
> This leads me to the suspicion that there is something flawed about
> the process. Am I correct in my suspicions?


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