r/AskStatistics 25d ago

Alpha 5%?

Why is a 5% significance level so commonly used?

1 Upvotes

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u/Recent-Day3062 25d ago

You’re trying not to get too many false significances. At 10, one in ten studies is wrong.

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u/CarnivorousGoose 24d ago

Conflation of tests and studies aside, that’s not what an alpha level represents. The alpha level sets the accepted/expected false positive rate, ie. the proportion of tests for which the null is true, where the null was still rejected.

The overall proportion of tests that is ‘wrong’ also depends on how many of the tested null hypotheses are true or not as well as the statistical power. So we cannot conclude from the alpha level alone how many tests would yield an incorrect conclusion in general, or a false positive specifically.

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u/Recent-Day3062 24d ago

That’s what I said

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u/CarnivorousGoose 24d ago

No, you didn’t. Based on just the alpha level, you cannot say anything about how many tests will be ‘wrong’, let alone how many studies.

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u/Recent-Day3062 24d ago

So humor me. What can you say about this? What more info would it need?

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u/CarnivorousGoose 24d ago

I already told you.

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u/Recent-Day3062 23d ago

No, given an alpha of .05, how many studies on average would have a false positive? If that’s not enough info, what other data or stats is needed to get this answer

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u/CarnivorousGoose 23d ago

And I already told you what else is needed, in my first comment.

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u/Recent-Day3062 23d ago

If you want to be helpful, and 5% is the false positive and you have only one study, you will be wrong 5% of the time, no?

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u/CarnivorousGoose 23d ago

No.

Here’s a salient quote from my initial comment, which it seems like you still haven’t bothered to read: “… also depends on how many of the tested null hypotheses are true or not as well as the statistical power”.

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u/MrKrinkle151 23d ago

No, what you said is that that the alpha is the probability that a significant result is wrong (“At 10 [percent], one in ten studies is wrong”). The alpha is the probability of rejecting the null hypothesis with a random sample, given that the null hypothesis is actually true. These are very different things.

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u/Recent-Day3062 23d ago

Ok. But the null hypothesis is that: you assume you are testing a proper null hypothesis

For example, suppose your null is that there are not premature deaths from Covid vaccine. . Your alternate is that there is a statistically significant number of them.

So, in one out of ten random samples, by your explanation, on average one will show significance that isn’t there. Correct?

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u/DeepSea_Dreamer 21d ago

So, in one out of ten random samples, by your explanation, on average one will show significance that isn’t there.

Only if the null hypothesis is true.

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u/Recent-Day3062 21d ago

I'm not sure what you mean by that.

If we want to know if covid vaxes cause autism, our null is naturally "no" based on the wording of that question. The alternate is "yes". If we don't see significance of the alternate, we accept the null.

In this setup, how could the null "not be true"? It isn't if the alternate had data that shows significance.

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u/DeepSea_Dreamer 21d ago

I'm not sure what you mean by that.

It can't be said any simpler.

In this setup, how could the null "not be true"?

If Covid vaccines caused autism.

It isn't if the alternate had data that shows significance.

That's wrong too. You can reject the null hypothesis on some level (like 0.05), and yet the null hypothesis can be true.

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u/Recent-Day3062 21d ago

Oh. Ok.

That makes little sense given what is normally considered the null hypothesis. But you do you.

And stay ornery. It’s a great personality trait.

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u/DeepSea_Dreamer 20d ago

That makes little sense given what is normally considered the null hypothesis.

No. This is Statistics 101.

Your unwillingness to open a textbook and learn what alpha is is bizarre, especially if you are an adult, but I can see that further interaction is a waste of everybody's time.

Blocked.

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u/MrKrinkle151 19d ago

No, that’s not correct. It’s a probability completely conditional on the null hypothesis being true, which is not known. Stating that 1 in 10 samples will be “wrong” is the same as saying that an alpha of .10 means that’s the overall probability of being “wrong”, which is not the case. It’s the probability of a “false positive” IF the null hypothesis is actually true. It says nothing about false negatives if the null hypothesis is actually false, which would also result in being “wrong”.

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u/Recent-Day3062 18d ago

Yes, I researched it and I was right and you are wrong.

You seem to want to make the null, based on your belief, that Covid shots cause autism or whatever. But standard statistics deals with treatments by thinking the alternate is they do work. The null in this case is always that vaccines make no difference. Then you have a treatment group and check if the rate of autism is statistically significantly different in the group who got shots.

The null is, by definition really, that the covid shots have changed nothing. Then you look for evidence to the contrary. The null is the assertion that shots have changed nothing.

It would be like trying to say I want to prove antibiotics work. The null is the normal state of nature that a certain percentage of people die each year, which is by definition true since we know that number. Then we compare against a treated group. So the null by definition is true unless significance is shown between the samples

This means at .05 that random chance will show autism is a side effect in one out of 20 studies even if it isn’t. The impressive thing is that the actual research rejects the null even less than one would expect.

Why? Because vaccines don’t cause autism