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Data Analysis with R - Second Edition by Tony Fischetti

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A warning about significance

It's perhaps regrettable that we use the term significance in relation to null-hypothesis testing. When the term was first used to describe hypothesis tests, the word "significance" was chosen because it signified something. When I was writing this chapter, I checked the thesaurus for the word significant, and it indicated that synonyms include notable, worthy of attention, and important. This is misleading in that it is not equivalent to its intended, vestigial meaning. One thing that really confuses people is that they think statistical significance is of great importance in and of itself. This is sadly untrue; there are a few ways to achieve statistical significance without discovering anything of significance, ...

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