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The Riddle of P value, Alpha Value,
and Confidence interval
Dr. Rajeev Kumar
M.S.W.,(TISS, Mumbai), M.Phil., (CIP, Ranchi) UGC-JRF., Ph.D. (IIT Kharagpur)
06-10-2021 ©Dr.Rajeev Kumar 2020 1
Lecture-5: Research Methodology
Nowadays, we come across such news. But
what does these percentage actually tells us?
06-10-2021 ©Dr.Rajeev Kumar 2020 2
Recap of our initial sessions
We had learnt about:
P value
Alpha value
Confidence interval.
p-value is the probability of obtaining a result. Famous statistician R. A.
Fisher, most folks typically use an alpha level of 0.05. However, if
you’re analysing airplane engine failures, you may want to lower the
probability of making a wrong decision and use a smaller alpha.
06-10-2021 ©Dr.Rajeev Kumar 2020 3
Meaning of ‘P’ value and confidence interval
P value is the probability of rejecting alternative hypothesis and
accepting null hypothesis.
In other words, ‘P’ value is the chance of failure. Less the p value,
better the result.
In worldwide research, maximum accepted p value is (0.05), if we take
our number as (1).
If we consider as 100%, then it would be 5% failure.
It means we are confident of 95% success.
This 95% is called confidence interval. Lower the ‘p’ value, higher the
confidence interval, and stronger the result of statistics.
06-10-2021 ©Dr.Rajeev Kumar 2020 4
10/6/2021 ©Dr. Rajeev Kumar 2020 5
Lower the ‘p’ value, higher the likelihood the
coverage of larger population
What is alpha value?
According to Statistician R. A. Fisher, the maximum accepted range of
rejecting alternative hypotheses or accepting null hypothesis or
affording the loss is 5%. Therefore we take p value as (0.05).
This minimum cut off of p value is called alpha value.
According to Fisher, our minimum success probability should be 95%.
This alpha value and confidence interval are chosen according to the
prevalent situation and the advancement of technology of that specific
period.
We can compare the alpha value with our passing marks (which are
34%) as we take p value 0.05.
But in extremely tough exam such as UPSC passing marks are less. But
in certain exams, passing marks are 50% (medical college).
06-10-2021 ©Dr.Rajeev Kumar 2020 6
Types of alpha values
• We can see here, various alpha values: (.10) (0.05) (0.01) (0.001).
Now try to understand them in current examples.
06-10-2021 ©Dr.Rajeev Kumar 2020 7
10/6/2021 ©Dr. Rajeev Kumar 2020 8
Higher the alpha value, lower generalization of
population
What is the confidence interval of this vaccine?
What is the p value of this vaccine trial?
What will happen, if we assess its effectiveness at
the alpha value (P≤0.05)?
06-10-2021 ©Dr.Rajeev Kumar 2020 9
Which alpha value will be most appropriate for these
vaccine trials?
06-10-2021 ©Dr.Rajeev Kumar 2020 10
Need to change the alpha value
If we take ά value (P≤0.05). The efficacy results of all those vaccine
trials will not be significant.
But insignificant does not mean ineffective. Here once again, we have
to realize the difference between statistical and practical significance.
All those vaccines are 90% effective, it means, their confidence interval
(CI=90%), so failure is 10%. If we take ά value (P≤0.10), all these results
will be significant.
Because amidst this extreme crisis of pandemic, when there is extreme
loss of human lives and economy, in such situation, if we could save
90% live, then it would be a great advantage. Mortality rate is already
below 3%. And we can eliminate the COVID19.
06-10-2021 ©Dr.Rajeev Kumar 2020 11
In case of advanced technology
In case of modern drugs, whose effectiveness has been tested at ά
value (p≤0.05), then we will improve it further and take ά value
(p≤0.01), (p≤0.001), (p≤0.000000000000001).
In case of defence technology, we may take (p≤0.000000000001)
06-10-2021 ©Dr.Rajeev Kumar 2020 12
Analyse the alpha value and confidence interval of
vaccine trial.
06-10-2021 ©Dr.Rajeev Kumar 2020 13
Find out, which alpha value will be applicable
to the previous case?
06-10-2021 ©Dr.Rajeev Kumar 2020 14
The first dose if 82% effective, it means confidence interval is 82%. If
we take ά value (P≤.20), this result will be significant.
The second dose will be 95% effective, which is universal confidence
interval (CI=95%). Here the results will be significant at (P≤0.05).
What do you say now about their confidence
interval, and alpha value?
06-10-2021 ©Dr.Rajeev Kumar 2020 15
In different situations, we choose alpha value and
confidence interval appropriate to situations.
06-10-2021 ©Dr.Rajeev Kumar 2020 16
I hope, we all have understood the riddle of p
value, alpha value, and the confidence
interval, as well as their applications in the
practical situations.
Thanks for your kind attention
06-10-2021 ©Dr.Rajeev Kumar 2020 17

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Lecture 5.Riddles of the p value, CI and alpha values

  • 1. The Riddle of P value, Alpha Value, and Confidence interval Dr. Rajeev Kumar M.S.W.,(TISS, Mumbai), M.Phil., (CIP, Ranchi) UGC-JRF., Ph.D. (IIT Kharagpur) 06-10-2021 ©Dr.Rajeev Kumar 2020 1 Lecture-5: Research Methodology
  • 2. Nowadays, we come across such news. But what does these percentage actually tells us? 06-10-2021 ©Dr.Rajeev Kumar 2020 2
  • 3. Recap of our initial sessions We had learnt about: P value Alpha value Confidence interval. p-value is the probability of obtaining a result. Famous statistician R. A. Fisher, most folks typically use an alpha level of 0.05. However, if you’re analysing airplane engine failures, you may want to lower the probability of making a wrong decision and use a smaller alpha. 06-10-2021 ©Dr.Rajeev Kumar 2020 3
  • 4. Meaning of ‘P’ value and confidence interval P value is the probability of rejecting alternative hypothesis and accepting null hypothesis. In other words, ‘P’ value is the chance of failure. Less the p value, better the result. In worldwide research, maximum accepted p value is (0.05), if we take our number as (1). If we consider as 100%, then it would be 5% failure. It means we are confident of 95% success. This 95% is called confidence interval. Lower the ‘p’ value, higher the confidence interval, and stronger the result of statistics. 06-10-2021 ©Dr.Rajeev Kumar 2020 4
  • 5. 10/6/2021 ©Dr. Rajeev Kumar 2020 5 Lower the ‘p’ value, higher the likelihood the coverage of larger population
  • 6. What is alpha value? According to Statistician R. A. Fisher, the maximum accepted range of rejecting alternative hypotheses or accepting null hypothesis or affording the loss is 5%. Therefore we take p value as (0.05). This minimum cut off of p value is called alpha value. According to Fisher, our minimum success probability should be 95%. This alpha value and confidence interval are chosen according to the prevalent situation and the advancement of technology of that specific period. We can compare the alpha value with our passing marks (which are 34%) as we take p value 0.05. But in extremely tough exam such as UPSC passing marks are less. But in certain exams, passing marks are 50% (medical college). 06-10-2021 ©Dr.Rajeev Kumar 2020 6
  • 7. Types of alpha values • We can see here, various alpha values: (.10) (0.05) (0.01) (0.001). Now try to understand them in current examples. 06-10-2021 ©Dr.Rajeev Kumar 2020 7
  • 8. 10/6/2021 ©Dr. Rajeev Kumar 2020 8 Higher the alpha value, lower generalization of population
  • 9. What is the confidence interval of this vaccine? What is the p value of this vaccine trial? What will happen, if we assess its effectiveness at the alpha value (P≤0.05)? 06-10-2021 ©Dr.Rajeev Kumar 2020 9
  • 10. Which alpha value will be most appropriate for these vaccine trials? 06-10-2021 ©Dr.Rajeev Kumar 2020 10
  • 11. Need to change the alpha value If we take ά value (P≤0.05). The efficacy results of all those vaccine trials will not be significant. But insignificant does not mean ineffective. Here once again, we have to realize the difference between statistical and practical significance. All those vaccines are 90% effective, it means, their confidence interval (CI=90%), so failure is 10%. If we take ά value (P≤0.10), all these results will be significant. Because amidst this extreme crisis of pandemic, when there is extreme loss of human lives and economy, in such situation, if we could save 90% live, then it would be a great advantage. Mortality rate is already below 3%. And we can eliminate the COVID19. 06-10-2021 ©Dr.Rajeev Kumar 2020 11
  • 12. In case of advanced technology In case of modern drugs, whose effectiveness has been tested at ά value (p≤0.05), then we will improve it further and take ά value (p≤0.01), (p≤0.001), (p≤0.000000000000001). In case of defence technology, we may take (p≤0.000000000001) 06-10-2021 ©Dr.Rajeev Kumar 2020 12
  • 13. Analyse the alpha value and confidence interval of vaccine trial. 06-10-2021 ©Dr.Rajeev Kumar 2020 13
  • 14. Find out, which alpha value will be applicable to the previous case? 06-10-2021 ©Dr.Rajeev Kumar 2020 14 The first dose if 82% effective, it means confidence interval is 82%. If we take ά value (P≤.20), this result will be significant. The second dose will be 95% effective, which is universal confidence interval (CI=95%). Here the results will be significant at (P≤0.05).
  • 15. What do you say now about their confidence interval, and alpha value? 06-10-2021 ©Dr.Rajeev Kumar 2020 15
  • 16. In different situations, we choose alpha value and confidence interval appropriate to situations. 06-10-2021 ©Dr.Rajeev Kumar 2020 16
  • 17. I hope, we all have understood the riddle of p value, alpha value, and the confidence interval, as well as their applications in the practical situations. Thanks for your kind attention 06-10-2021 ©Dr.Rajeev Kumar 2020 17