Suppose you are reading about a statistically significant result x that just reaches a threshold p-value α from a test T+ of the mean of a Normal distribution
H0: µ ≤ 0 against H1: µ > 0
with n iid samples, and (for simplicity) known σ. The test “rejects” H0 at this level & infers evidence of a discrepancy in the direction of H1.
I have heard some people say:
A. If the test’s power to detect alternative µ’ is very low, then the just statistically significant x is poor evidence of a discrepancy (from the null) corresponding to µ’. (i.e., there’s poor evidence that µ > µ’ ). See point* on language in notes.
They will generally also hold that if POW(µ’) is reasonably high (at least .5), then the inference to µ > µ’ is warranted, or at least not problematic.
I have heard other people say:
B. If the test’s power to detect alternative µ’ is very low, then the just statistically significant x is good evidence of a discrepancy (from the null) corresponding to µ’ (i.e., there’s good evidence that µ > µ’).
They will generally also hold that if POW(µ’) is reasonably high (at least .5), then the inference to µ > µ’ is unwarranted.
Which is correct, from the perspective of the frequentist error statistical philosophy? Continue reading