P-value and sigma consideration
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I'm using a statistical test on a population of size N. This test returns a p-value which I use to accept or refute the null hypothesis.
Let's say I use a 5 sigma criterium with bilateral consideration, that is p-value 0.999999426696856 and 1 in 1.7 million chance.
The question is: is it obligatory for my population's size to be at least 1.7 million or is the p-value test result independent of the population size?
As an example, for a 2.2 sigma criterium the result is valid only if the population size N >= 36?
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Star Strider
on 23 Feb 2014
Edited: Star Strider
on 23 Feb 2014
As a general rule, the test for ‘statistical significance’ is p < 0.05. That translates to the probability of your results being due to a random process, rather than your design, being < 0.05. (It is necessary to consider your population size, but this should be part of the experimental design and the statistics you choose at that time to evaluate your results. The t-distribution takes this into account.)
The p value itself is independent of the population size, and simply reflects the probability that your population includes a specific value.
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Star Strider
on 24 Feb 2014
Edited: Star Strider
on 24 Feb 2014
My pleasure!
I’ll be glad to provide what help I can, especially if you’re just beginning your research.
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