[SciPy-User] stats.ranksums vs. stats.mannwhitneyu

[Sturla Molden]

On 10.10.2012 17:18, josef.pktd at gmail.com wrote:
>
> (but I don't think it should make much difference in our conclusions
> if we have 0.051 or 0.045.)

I think it should make all the difference in the world. The 
Neuman-Pearson error rates comes from the fixed a priori decision rule. 
That is why group sizes and stopping rules need to be fixed in advance 
when doing classical statistics. We should NOT be tempted to "add more 
data" in case of p=0.051. A sharp null hypothesis is known to be false 
in advance, so you can always reject it by adding more data. Once you 
start using the p-value as a "subjective measure of evidence" (which by 
the way violates the likelihood principle), you should do Bayesian 
analysis instead.

Sturla