Correct way to calculate one and two way p-values for a test statistic
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7.5 years ago
denalitastic ▴ 30

Assume a sample-wise permutation test to define a pvalue based on some test statistic. I have the test statistic of my comparison of interest. Shouldn't the sum of both one way pvalues = 1 for my statistic . I.e those more extreme on either side.

Below I have 2 snippets of code where I calculate the permutation values(current_stat) more extreme than my test statistic (my_stat) for both one way pvalues. Which snippet is done correctly? Here i am in a for loop going over random samples The two way pval is of course absolute_value(curr_stat) >=absolute_value(my_stat)

Here

1

if (current_stat >= absolute_value(my_stat)){
            found_right++;
        }
        if (current_stat <= -absolute_value(my_stat)){
            found_left++;
        }

2

if (current_stat >= my_stat){
            found_right++;
        }
        if (current_stat <= my_stat){
            found_left++;
        }

Thank you.

p-value • 1.1k views
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