Closed halasadi closed 10 years ago
aren't you just missing the equal to or more extreme in the definition?
Since it is a left tail event: equal to is x=1 and more extreme would be everything to the left of x = 1. Since nothing is to the left of x =1, the the p-value is just p(x=1/theta=0)=0.005.
I feel like I am missing something obvious but I can't see it.
"more extreme" means "more extreme against the null", not "more extreme on the x scale".
Matthew
I am a little confused with calculating the p-value in question 1.
According to Wikipedia, the definition of p-value is (http://en.wikipedia.org/wiki/P-value#Definition): "The p-value is defined as the probability, under the assumption of hypothesis H, of obtaining a result equal to or more extreme than what was actually observed. Depending on how we look at it, the 'more extreme than what was actually observed' can either mean a (right tail event) or (left tail event) or (double tailed event). "
But in lecture, I believe the answer to question 1b ( If x = 1, what is the p-value?) was mentioned to be 0.01 (very possible I misheard). But in light of the definition above, I would interpret more extreme to be a left tail event and therefore the p-value would 0.005.
What am I missing?