{"paper":{"title":"A Short Note on P-Value Hacking","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.ST"],"primary_cat":"stat.AP","authors_text":"Nassim Nicholas Taleb","submitted_at":"2016-03-24T11:37:23Z","abstract_excerpt":"We present the expected values from p-value hacking as a choice of the minimum p-value among $m$ independents tests, which can be considerably lower than the \"true\" p-value, even with a single trial, owing to the extreme skewness of the meta-distribution.\n  We first present an exact probability distribution (meta-distribution) for p-values across ensembles of statistically identical phenomena. We derive the distribution for small samples $2<n \\leq n^*\\approx 30$ as well as the limiting one as the sample size $n$ becomes large. We also look at the properties of the \"power\" of a test through the"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1603.07532","kind":"arxiv","version":4},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}