[R] confidence intervals around p-values

Duncan Murdoch murdoch.duncan at gmail.com
Thu Sep 9 15:21:07 CEST 2010


  On 09/09/2010 6:44 AM, Fernando Marmolejo Ramos wrote:
> Dear all
>
> I wonder if anyone has heard of confidence intervals around p-values...

That doesn't really make sense.  p-values are statistics, not 
parameters.  You would compute a confidence interval around a population 
mean because that's a parameter, but you wouldn't compute a confidence 
interval around the sample mean:  you've observed it exactly.

Duncan Murdoch

> Any pointer would be highly appreciated.
>
> Best
>
> Fer
>
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