Enda Kelly <[EMAIL PROTECTED]> wrote: > 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.
Variance associated with the estimate of such P-value will be proportional to p(1-p) where p is the "true" p - which can be defined as p obtained with the infinite number of permutations. Hence values closer to 1/2 will tend to have wider CIs. Think of it as a binomial trial. You count "successes" as random data sets that result in the more extreme values of your test statistic as the one for the non-permuted data. The success probability is p. DZ > 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? > Regards, > Enda > > > --------------------------------------------------------------------- > > E-mail Confidentiality Notice and Disclaimer > > This email and any files transmitted with it are confidential and are intended > solely for the use of the individual or entity to which they are addressed. Access > to this e-mail by anyone else is unauthorised. If you are not the intended > recipient, any disclosure, copying, distribution or any action taken or omitted to > be taken in reliance on it, is prohibited. > E-mail messages are not necessarily secure. Hitachi does not accept > responsibility for any changes made to this message after it was sent. > Please note that Hitachi checks outgoing e-mail messages for the presence of > computer viruses. > > --------------------------------------------------------------------- > > . > . > ================================================================= > Instructions for joining and leaving this list, remarks about the > problem of INAPPROPRIATE MESSAGES, and archives are available at: > . http://jse.stat.ncsu.edu/ . > ================================================================= -- Wheel discovery department . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
