This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 305
Type: Contributed
Date/Time: Tuesday, August 3, 2010 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract - #307354
Title: The Variability of p-Values
Author(s): Dennis D. Boos*+
Companies: North Carolina State University
Address: Box 8203, Raleigh, NC, 27695-8203,
Keywords: p-value ; prediction ; bootstrap ; jackknife ; statistical significance

P-values can be useful measures of evidence against a null hypothesis. In contrast to parameter estimates, however, their sample-to-sample variability is usually not considered or estimated. Standard errors on the log scale and bootstrap prediction intervals for p-values are presented that reveal a surprisingly large variability in typical data situations. One conclusion might be to question the importance of exact p-values relative to asymptotic or Monte Carlo approximations. Another conclusion might be that the use of *, **, and *** to denote levels of statistical significance in subject matter journals is about the right level of detail rather than reporting actual p-values.

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