Where do terms like “statistical significance” and “p value” originate? Who decided what the threshold of likelihood should be?
From Peter Kelley’s article, “Documents that Changed the World: Sir Ronald Fisher defines ‘statistical significance,’ 1925:
“The subject of Joe Janes’ latest Documents that Changed the World podcast is close to the heart of many academic researchers: the threshold for “statistical significance” — and the man who, in a “surprisingly offhand manner,” set that mark for ages afterward at 5 percent, no more no less.
The man in question is English statistician and world-class evolutionary biologist Sir Ronald Aylmer Fisher, and the document is his 1925 book, “Statistical Methods for Research Workers.” It embraces the question: How certain of something do you have to be in order to say it is likely so; or as Janes writes, “How much likelihood, what probability of a result being wrong, we should be willing to live with.”
Modern researchers, he said, would refer to the threshold as “as a p level of .05, a 5 percent probability that a research result doesn’t indicate a real effect but rather comes from some random source.”
In the podcast series, Janes, an associate professor in the UW Information School, explores the origin and often evolving meaning of historical documents, both famous and less known. All the podcasts are available online through the iSchool website, and on iTunes, where the series has more than 250,000 downloads.”
Read the rest of Peter Kelley’s article on UW Today