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Fisher on significance tests

In considering the appropriateness of any proposed experimental design, it is always needful to forecast all possible results of the experiment, and to have decided without ambiguity what interpretation shall be placed upon each one of them. Further, we must know by what argument this interpretation is to be sustained. …

It is open to the experimenter to be more or less exacting in respect of the smallness of the probability he would require before he would be willing to admit that his observations have demonstrated a positive result. It is obvious that an experiment would be useless of which no possible result would satisfy him. Thus, if he wishes to ignore results having probabilities as high as 1 in 20—the probabilities being of course reckoned from the hypothesis that the phenomenon to be demonstrated is in fact absent … . It is usual and convenient for the experimenters to take 5 per cent. as a standard level of significance, in the sense that they are prepared to ignore all results which fail to reach this standard, and, by this means to eliminate from further discussion the greater part of the fluctuations which chance causes have intro­duced into their experimental results. No such selection can eliminate the whole of the possible effects of chance co­incidence, and if we accept this convenient convention, and agree that an event which would occur by chance only once in 70 trials is decidedly “significant”, in the statistical sense, we thereby admit that no isolated experiment, how­ever significant in itself, can suffice for the experimental demonstration of any natural phenomenon; for the “one chance in a million” will undoubtedly occur, with no less and no more than its appropriate frequency, however surprised we may be that it should occur to us. In order to assert that a natural phenomenon is experimentally demonstrable we need, not an isolated record, but a reliable method of procedure. In relation to the test of significance we may say that a pheno­menon is experimentally demonstrable when we know how to conduct an experiment which will rarely fail to give us a statistically significant result. [12-4]

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