Wednesday, March 6, 2019

Significance Testing as a Noise Amplifier

See this insightful post on why statistical significance testing is effectively a noise amplifier. I find it interesting along the lines of "something not usually conceptualized in terms of XX is revealed to be very much about XX".  In this case XX is noise amplification / reduction.  Like many good insights, it seems obvious ex post, but no one recognized it before the "eureka moment".

So significance testing is really a filter:  The input is data and the output is an accept/reject decision for some hypothesis.  But what a non-linear, imprecisely-defined, filter -- we're a long way from looking at the gain functions of simple linear filters as in classical frequency-domain filter analysis!

See also this earlier post on significance testing.

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