On 08 May 2014, at 08:38 , Prof Brian Ripley <rip...@stats.ox.ac.uk> wrote:

> Only in very unusual circumstances does it matter how small a p-value less 
> than, say, 1e-6 is.

Slight disagreement: It does matter when there are multiple comparisons in the 
order of several thousands, which is not so unusual in bioinformatics at least. 
The better scientists in the field seems to know better than to trust 
extreme-tail behaviour of test statistics, though. 

(In the case I'm thinking of, they had a two-group comparison for several 
thousand DNA markers. One might Bonferroni-correct and multiply the individual 
p-values by the number of comparisons, but they got the rather better idea of 
calculating an overall test statistic as the maximum over all marker points and 
then finding its permutation distribution.)

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd....@cbs.dk  Priv: pda...@gmail.com

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