598 Revised

A Significance Paradox

Mark J. Schervish

Abstract:

Significance probabilities (or values) have been used in place of hypothesis tests as a means of giving more information about the relationship between the data and the hypothesis than does a simple reject/don't reject decision. Virtually all elementary statistics texts cover the calculation of values for hypotheses concerning the mean of a sample from a normal distribution. Both one-sided hypotheses and point-null hypotheses are usually discussed. But there is a third case which is intermediate to the one-sided and point-null cases, namely the interval hypothesis, which receives no coverage in elementary texts. We show here that values for interval hypotheses exhibit a paradoxical sort of behavior which was actually visible in the one-sided and point-null cases, but which has been largely ignored in the past.

Keywords: Measure of support, value, one-sided hypothesis, point-null hypothesis, interval hypothesis, significance probability.

Here is the full postscript text for this technical report. It is 165 kbytes.