Stop and Think About p-Value Statistics: Fisher, Neyman, and E. Pearson Revisited

Abstract

Good statistical practice is an integral part of modern science. Null hy- pothesis significance testing (NHST) is the most widely used statistical method. Nevertheless, misuse and misinterpretation of NHST are widespread, and severe criticisms have been levelled against NHST. In this study, I revisit the primary documents of Fisher, Neyman, and E. Pearson relating to statistical testing. I compare Fisher’s significance testing with Neyman-Pearson hypothesis testing and clarify their thoughts on statistical testing. I hope this study will guide researchers in stopping and thinking about p-value statistics before abandoning it