>> But what if the sample standard deviation that you computed to do your
>> t test is substantially less than what you think sigma is?  Is it really
>> "conservative" to ignore this, and quote a result that is based on what
>> you have reason to believe is an optimistic estimate of the accuracy of 
>> the observations?

In article <[EMAIL PROTECTED]>,
Rich Ulrich  <[EMAIL PROTECTED]> wrote:

>Use the improved estimate and z -- That's what I do informally,
>and small variance is reason enough to dis-believe some data.
>I don't know that I have seen anyone publish using z that way.

I think you may not have understood the scenario I was imagining.  I'm
supposing that the sample standard deviation is lower than what you
think sigma is.  Perhaps you might improve your estimate of sigma with
this extra data, but your estimate wouldn't change to match the sample
standard deviation, if you had good reason for your original belief.
Using the sample standard deviation in a z test would be even worse
than just doing the t test, giving an even more mis-leading p-value.

   Radford Neal
.
.
=================================================================
Instructions for joining and leaving this list, remarks about the
problem of INAPPROPRIATE MESSAGES, and archives are available at:
.                  http://jse.stat.ncsu.edu/                    .
=================================================================

Reply via email to