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. 2018 Aug 18;42(7):590–607. doi: 10.1002/gepi.22151
Evidential paradigm Frequentist paradigm
Evidence for two simple hypothesized values of θ
ObservedLR,Lobs(θ1)Lobs(θ0)
Pvalue=P0{L(θ1)L(θ0)Lobs(θ1)Lobs(θ0)}
Error favoring θ1 when θ0 is true
M0(n,k)=P0{L(θ1)L(θ0)k}1kn
α=P0{L(θ1)L(θ0)c}
Strong evidence
Lobs(θ1)Lobs(θ0)k
pαLobs(θ1)Lobs(θ0)ca,n
Intervalsa (e.g., mean of a normal distribution)
1/kLikelihoodIntervalx¯±2logkσ/n18LI95.9%CI
(1α)100%ExactConfidenceIntervalx¯±Zα/2σ/n95%CI16.67LI
Other errors to minimize for study planning
M1(n,k)=P1{L(θ1)L(θ0)1k}W1(n,k)=P1{1k<L(θ1)L(θ0)<k}W0(n,k)=P0{1k<L(θ1)L(θ0)<k}
TypeIIerrorβ=P1{L(θ1)L(θ0)ca,n}
b
Relationships Strong evidence, k, and error M0(n,k) are decoupled Strong evidence, pα and error α are coupled
aThere is a relationship, beyond the normal distribution, between exact confidence intervals and likelihood intervals but confidence intervals are also coupled with the Type I error probability.
bThe Type II error, β, is analogous to M 1(n, k) + W 1(n, k) but for fixed α, n. Power (1 − β) is defined for a fixed α, therefore, although similar in spirit, is always greater than the probability of strong evidence at conventional Type I error levels and therefore the two represent different quantities. There is no concept of controlling weak evidence in the Frequentist paradigm.