Probability that p-value provides misleading evidence cannot be controlled by sample size

Biomedical Center Martin, Jessenius Faculty of Medicine, Comenius University in Bratislava, Martin, Slovak Republic
Graduate School, University of California, Berkeley, Berkeley, United States
DOI
10.7287/peerj.preprints.2869v1
Subject Areas
Bioinformatics, Epidemiology, Statistics
Keywords
p-value, statistical evidence, desideratum, misleading evidence, ratio of likelihoods, Bayes Factor
Copyright
© 2017 Grendar et al.
Licence
This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, reproduction and adaptation in any medium and for any purpose provided that it is properly attributed. For attribution, the original author(s), title, publication source (PeerJ Preprints) and either DOI or URL of the article must be cited.
Cite this article
Grendar M, Judge GG. 2017. Probability that p-value provides misleading evidence cannot be controlled by sample size. PeerJ Preprints 5:e2869v1

Abstract

A measure of statistical evidence should permit the sample size determination so that the probability M of obtaining (strong) misleading evidence can be held as low as desired. On this desideratum the p-value fails completely, as it leads either to an arbitrary sample size if M >= 0.01 or no sample size at all, if M < 0.01.

Unlike the p-value, the ratio of likelihoods, the ratio of posteriors, as well as the Bayes Factor, permit controlling the probability of misleading evidence by the sample size.

Author Comment

This is a preprint submission to PeerJ Preprints.