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Author Topic: A question about P-value  (Read 9508 times)

Offline hanafy

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A question about P-value
« on: June 17, 2011, 20:26:21 »
Dear Sir
I want to know what is the equation or the model used to calculate the p-values for the dependency relations?
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Offline Frank Jensen

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Re: A question about P-value
« Reply #1 on: June 23, 2011, 18:05:35 »
The likelihood G^2 test statistic is computed for the given dependency relation.  This test statistic has a distribution that is approximately chi-squared with number of degrees of freedom equal to the number of free parameters in the CPT for the dependency relation.  The p-value is the tail-probability of the chi-squared distribution corresponding to the test statistic value.

See this book for more information: P. Spirtes, C. Glymour, and R. Scheines.  Causation, Prediction, and Search.  Adaptive Computation and Machine Learning.  MIT Press, Cambridge, Massachusetts, second edition, 2000.
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