The consequences of recent criticisms of statistical tests have breathed brand new life into some very old howlers, many of which have been discussed on this blog. What is not funny, though, is how standard notions such as frequentist error probabilities are being redefined in the process, and how we now have arguments built on equivocations. In fact, there are official guidebooks for the statistically perplexed giving inconsistent definitions to the same term (See for just 1 of many examples this post). How much more perplexed will that leave us! Since it’s near the 5-year anniversary of this blog, let’s listen in to a new comedy hour mixing one from **3 years ago **with some add-ons*.

*D id you hear the one about the frequentist significance tester when he was shown the nonfrequentist nature of p-values?*

Critic:I just simulated a long series of tests on a pool of null hypotheses, and I found that among tests with p-values of .05, at least 22%—and typically over 50%—of the null hypotheses are true!

Frequentist Significance Tester: Scratches head: But rejecting the null with a p-value of .05 ensures erroneous rejection no more than 5% of the time!

Raucous laughter ensues!

(Hah, hah… “So funny, I forgot to laugh! Or, I’m crying and laughing at the same time!) Continue reading