On Statistical Significance of Signal
Yong-Sheng Zhu
TL;DR
This paper introduces a new method to define and calculate the statistical significance of signals in experiments, applicable to both counting and continuous test statistics, by linking p-values to the normal distribution.
Contribution
It provides explicit formulas to determine statistical significance from p-values for different types of experimental data.
Findings
Explicit expressions for significance calculation are derived.
The method links p-values to normal distribution probabilities.
Applicable to both counting and continuous test statistics.
Abstract
A definition for the statistical significance of a signal in an experiment is proposed by establishing a correlation between the observed p-value and the normal distribution integral probability, which is suitable for both counting experiment and continuous test statistics. The explicit expressions to calculate the statistical significance for both cases are given.
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Taxonomy
TopicsFault Detection and Control Systems · Neural Networks and Applications · Control Systems and Identification