NO.PZ2017092702000133
问题如下:
Which of the following statements is correct with respect to the p-value?
选项:
A.
It is a less precise measure of test evidence than rejection points.
B.
It is the largest level of significance at which the null hypothesis is rejected.
C.
It can be compared directly with the level of significance in reaching test conclusions.
解释:
C is correct.
When directly comparing the p-value with the level of significance, it can be used as an alternative to using rejection points to reach conclusions on hypothesis tests. If the p-value is smaller than the specified level of significance, the null hypothesis is rejected. Otherwise, the null hypothesis is not rejected.
对于一个分布而言,每个概率面积在横轴上都有一个对应点,例如significance level α对应的分位点就是临界值critical value(假设正态分布下α=95%,双尾检验,则右尾就会对应critical value=1.96)。
而p-value也是一个概率面积,对应的点就是计算出来的检验统计量的那个点。所以当p-value<α时,就等价于检验统计量>critical value,也就是拒绝原假设。
p value和test statistic 的关系?