Tag: p-value
Interview Questions
- What a p-value actually is
- What a p-value actually means
- What a p-value of 0.03 does not mean
- How often is a "significant" signal actually real?
- Twenty backtests, one hit at p < 0.05
- Does p = 0.001 mean a big effect?
- What a p-value is, and is not
- How many false positives across many null tests
- The distribution of the smallest p-value
- Fisher's method for combining p-values
- Prove the p-value is uniform under the null