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by yummyfajitas
3406 days ago
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The p-value is defined as p=P(evidence seen | null hypothesis). The standard deviation is only relevant if it is required to compute that number. You can run NHST on distributions without a p-value, e.g. a Cauchy distribution. You might need a standard deviation if you want to do some naive Z-test based on the CLT approximation (since the normal distribution requires a standard deviation), but that's not what XKCD was describing. XKCD was describing an exact test using the true distribution. |
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I can say this is a dice and therefore it should have distribution X in theory. But, that does not mean it's actual distribution is X without testing. Further, even after testing nothing says the distribution will be unchanged.
Note: The above seem pedantic, but it has significant real world implications.