R.A. Fisher on Significance

Apropos Kevin's previous post about Hoover and Siegler, I thought I'd just offer a couple of quick quotes from R.A. Fisher on significance testing:

It is a common practice to judge a result significant, if it is of such a magnitude that it would have been produced by chance not more frequently than once in twenty trials. This is an arbitrary, but convenient, level of significance for the practical investigator, but it does not mean that he allows himself to be deceived one in every twenty experiments. The test of significance only tells him what to ignore, namely all experiments in which significant results are not obtained. He should only claim that a phenomenon is experimentally demonstrable when he knows how to design an experiment so that it will rarely fail to give a significant result. Consequently, isolated significant results which he does not know how to reproduce are left in suspense pending further investigation." [Emphasis added.] In the Proceedings of the Society for Physical Research, 1929.

And this:

For the logical fallacy of believing that a hypothesis test has been proved to be true, merely because it is not contradicted by available facts, has no more right to insinuate itself in statistical than in other kinds of scientific reasoning.... It would, therefore, add greatly to the clarity with which the tests of significance are regarded if it were generally understood that tests of significance, when used accurately, are capable of rejecting or invalidating hypotheses, in so far as they are contradicted by the data: but they are never capable of establishing them as certainly true..."
[Note: Quotes taken from the text provided in The Lady Tasting Tea, by David Salsburg, pp. 99-108.]

Of course, statistical significance doesn't start or end with Fisher. Just wanted to provide the quotes for something to chew on.

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