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by energy123
301 days ago
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The probability is only zero a.s., it's not zero. That's a very big difference. And hypothesis tests aren't estimating the probability of the null being true, they're estimating the probability of rejecting the null if the null was true. |
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In a finite or countable number of trials you won't see a measure zero event.
> they're estimating the probability of rejecting the null if the null was true.
Right, but the null hypothesis is usually false and so it's a weird thing to measure. It's a proxy for the real thing you want, which is the probability of your hypothesis being true given the data. These are just some of the reasons why many statisticians consider the tradition of null hypothesis testing to be a mistake.