Information, for testing the equality of two probabilities, from the margins of the 2×2 table

✍ Scribed by Herman Chernoff

• Book ID: 104339888
• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 180 KB
• Volume: 121
• Category: Article
• ISSN: 0378-3758
• DOI: 10.1016/s0378-3758(03)00135-6

✦ Synopsis

One justiÿcation o ered for the use of the P-value of the Fisher Exact Test for comparing two probabilities, which involves conditioning on the margins, is that the margins carry very little if any relevant information. While the margins are conceded to be "almost" ancillary, no one has measured how much information is in the margins. We compare the total information available with the information in the margins. While the total is proportional to the sample size, the information in the margins is almost independent of the sample size, and if anything, tends to decrease as the sample size increases.