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Accepted P Value

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  • #48684

    Jegan Sekar
    Participant

    Hello
    In Minitab for every data we enter and mostly for all the analysis we get a “P Value” which helps us to indicate whether the data follows a normal distribution or not.
    I would like to know what is the accepted “P Value” (less than or greater than X) so that I can easily identify whether the data follows a normal distribution or not.
    And this helps me to further do a normalization on the data.
    Thanks in advance.
    Jegan Sekar

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    #164857

    Robert Butler
    Participant

    Your post suggest you are taking data, dumping it into a computer program, clicking on “normality test” and using this number to make decisions about your data concerning its normality. I’m not trying to be mean spirited or sarcastic but based on your post I would say you are trying to replace thinking with a number.  I would strongly recommend you not do what your post suggests you are doing.

    If your data sets are small, even if they were drawn from a perfectly normal distribution, there is a good chance they will fail a test for normality.  In order to better understand this and gain some understanding of what I would recommend instead I’ll offer the following thread.

    https://www.isixsigma.com/topic/p-value-of-0-05-95-confidence/

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    #164858

    Ed Stemborowski
    Participant

    If the p-value < 0.05 reject the null hypothesis
    If the p-value > 0.05 we fail to reject the null hypothesis and accept that the data is normal
     

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    #164859

    Ward
    Participant

    Amen!”No analysis technique is perfect. You always have to think first, and then think statistically.”
    Dr. Donald J. Wheeler

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    #164863

    not a doc
    Participant

    Hi.  This statement isn’t 100% accurate:   the p-value > 0.05 we fail to reject the null hypothesis and accept that the data is normal.  You can have non-normal data in any non-parametric test.  Just because the P is >.05 won’t make the data normal. 
    You have to run a normality test before you run the correct statistical test.  If you don’t you could face either an Alpha or a Beta error. 
    It’s a good question and you’re on the right path by asking questions. 

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    #164876

    Ed Stemborowski
    Participant

    We should not complicate an answer. The question was prefaced with the fact that the value comes out of Minitab. The conclsion is that they already ran the Anderson Darling Normality Test and simply wanted to know what the transition point was.

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    #164904

    Ward
    Participant

    Oddly enough the answer was only a mouse click away in Minitab’s Help Menu.Stat>Basic Statistics>Normality Test>HelpBasic Statistics>Normality Test>HelpBasic Statistics>Normality Test>HelpNormality Test>HelpNormality Test>HelpHelpHelp”Generates a normal probability plot and performs a hypothesis test to examine whether or not the observations follow a normal distribution. For the normality test, the hypotheses are, H0: data follow a normal distribution vs. H1: data do not follow a normal distributionP-value
    Determines the appropriateness of rejecting the null hypothesis in a hypothesis test. P-values range from 0 to 1. The smaller the p-value, the smaller the probability that rejecting the null hypothesis is a mistake. Before conducting any analysis, determine your alpha (a) level. A commonly used value is 0.05. If the p-value of a test statistic is less than your alpha, you reject the null hypothesis.

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    #164944

    not a doc
    Participant

    This isn’t making more out of the question.  Running a normality test is part of it, but also running a test of equal variance may also be needed.  At the end of the day, if you run the wrong test you P value will hold no value.  You will either have an Alpha or Beta error.  It all depends on the data. 
    I just don’t want to send you off in the wrong direction and have you go after something that won’t help. 

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    #164949

    Ward
    Participant

    Equal variance? I was under the assumption he was concerned with only one distribution and its normality.

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    #164956

    not a doc
    Participant

    I didn’t read that.  I didn’t see anything that indicated what kind of data he was working with. 

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    #165520

    mand
    Member

    Hi There,
    Your p value will depend your Confidence interval,
    Ex. for IT and ITES CI = 95% , meaning if p > 0.05 you will consider your data set as normal.
    in Manufacturing units CI =99% , meaning if p>0.01 you will consider your data set to be normal.
    Note: atleast consider 25 – 30 Data points for analysis.
    Regards,
    Sam

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    #165629

    Fontanilla
    Participant

    All of the posts regarding the transition point etc being .05 entirely miss the point.  You base your p-value decision on the amount of risk you are willing to take.  How much is it worth to you if you are wrong?  If it is low risk, you might select a high p-value such as .1 or .15.  If you are risk-averse, you might use a p-value of .01.  Your risk of making alpha and beta errors is what you want to mitigate in your choice of p-value.  The commonly used .05 is a good suggestion, but doesn’t address your specific level of risk acceptance.
    So, what’s it worth to you if you are wrong?  Base your p-value decision on that.

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