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gwern comments on Against NHST - Less Wrong Discussion

57 Post author: gwern 21 December 2012 04:45AM

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Comment author: gwern 14 December 2014 09:33:32PM 1 point [-]

Another problem with NHST in particular: the choice of a null and a null distribution is itself a modeling assumption, but is rarely checked and in real-world datasets, it's entirely possible for the null distribution to be much more extreme than assumed and hence the nominal alpha/false-positive-conditional-on-null error rates are incorrect & too forgiving. Two links on that: