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  • 1.  Hypothesis testing: Neyman/Pearson-Fisher

    Posted 11-24-2015 13:28
    Hello,
    please forgive my english,
    i'd like to know what is the difference between the study of hypothesis testing with the Neyman/Pearson approach and Fisher approach.
    It's correct to say that the alternative hypothesis H1 is present also in the Fisher significativity analysis? 


    Thank you very much,
    Lorenzo


  • 2.  RE: Hypothesis testing: Neyman/Pearson-Fisher

    Posted 11-25-2015 07:58

    Hi, Lorenzo,

    The difference you ask about is quite involved with many nuances; many books & papers have been written about it. In a nutshell, though, the key difference is that

    1. the N-P hypothesis test controls error rates (deductively, in the sense that the rates assume simple (point, rather than composite) null & alternative hypotheses, Ho & H1, respectively), &

    2. the Fisherian significance test aims to provide evidence against Ho.

    These 2 goals might seems similar, but in fact, the way they are worked out, the goals are almost always mutually exclusive.

    ------------------------------
    Andrew Hartley
    Associate Statistical Science Director
    PPD, Inc.



  • 3.  RE: Hypothesis testing: Neyman/Pearson-Fisher

    Posted 11-25-2015 09:28

    Yes, a key difference is the emphasis on power for explicit alternatives in the Neyman-Pearson approach.

    Here is an article reviewing the differences: 

    Goodman SN (1993). P-values, hypothesis tests and likelihood: Implications for epidemiology of a neglected historical debate. Am J Epidemiol 137: 485-496.

    Coverage of the differences can also be found in chapter 10 of Modern Epidemiology 3rd ed. (Rothman et al. 2008).

    ------------------------------
    Sander Greenland
    University of California, Los Angeles



  • 4.  RE: Hypothesis testing: Neyman/Pearson-Fisher

    Posted 11-25-2015 23:01

    One reference that may help you understand the difference between the Neyman-Pearson approach and the Fisher approach this article by Neyman:

    "Inductive Behavior" as a Basic Concept of Philosophy of Science, Revue de l'Institut International de Statistique / Review of the International Statistical Institute, Vol. 25, No. 1/3 (1957), pp. 7-22.

    It's available online at http://www.jstor.org/stable/1401671.

    ------------------------------
    Martha Smith
    University of Texas



  • 5.  RE: Hypothesis testing: Neyman/Pearson-Fisher

    Posted 11-26-2015 13:25

    You can also find Neyman's article at:

    http://drsmorey.org/bibtex/upload/Neyman:1957.pdf

      for free.

    ------------------------------
    James Breneman



  • 6.  RE: Hypothesis testing: Neyman/Pearson-Fisher

    Posted 11-26-2015 13:25

    Dear Lorenzo,

    Another useful paper is Christensen's 2005 paper in The American Statistician:

    Christensen, R. (2005) Testing Fisher, Neyman, Pearson and Bayes. The American Statistician, 59(2), 121-126.

    ------------------------------
    Robin Darton
    Senior Research Fellow
    Canterbury, Kent
    United Kingdom



  • 7.  RE: Hypothesis testing: Neyman/Pearson-Fisher

    Posted 11-27-2015 12:35

    More recently, I have discussed the conceptual divide between Fisher and Neyman and its historical context in Willful Ignorance: The Mismeasure of Uncertainty (Wiley, 2014), Chapter 10. In a (simplistic) nutshell:

     

    Fisher "invented" significance testing as an important aid to rational thinking in the process of scientific discovery. Neyman tried to convert this idea into a methodology for making rational decisions.  






  • 8.  RE: Hypothesis testing: Neyman/Pearson-Fisher

    Posted 11-30-2015 09:40
    Very well stated!  It could also be said that N/P was invented simply to compare test statistics theoretically, and it is was a very good tool for that.  The N/P approach did work nicely for applications like quality control, where the same test was repeated many times in a controlled environment.  We went off the rails went we started using it for one-time-use applications, such as clinical trials.  If a clinical trial with 80% power had a nonsignificant result, was the study really underpowered (as many referees would claim), or was it a well-powered study that would come up nonsignificant 20% of the time?  Significance testing would simply conclude that there was insufficient evidence in this study to determine which treatment was better.





  • 9.  RE: Hypothesis testing: Neyman/Pearson-Fisher

    Posted 11-26-2015 13:26

    Others may correct me, but I don't think Fisher's significance test envisions a specific H1.

    ------------------------------
    David LeBlond
    Statistician
    CMCStats



  • 10.  RE: Hypothesis testing: Neyman/Pearson-Fisher

    Posted 11-28-2015 11:52
    With regard to the null hypothesis (H0) Fisher stated: "It is evident that the null hypothesis must be exact, that it is free from vagueness and ambiguity, because it must supply the basis of the 'problem of distribution' of which the test of significance is the solution."  For instance, H0: mu=0 is an exact statement.  We calculate the area under the curve because it is centered at a specific value.  However, mu under the alternative hypothesis is not exact:  H1 mu >0, mu <0 or mu ne 0 (according to all the textbooks I've read).  Note for power/sample size calculations, the alternative mu needs to be exact or specific, and this is the rub. Researchers say things like if I knew that I would not be doing this study, or they simply come up with a generic effect size.

    R.A. Fisher (1935). The Design of Experiments. Edinburgh: Oliver & Boyd.

    Eugene Komaroff
    Professor of Education
    Keiser University Graduate School