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Noisy data

P-values.R illustrates how likely it is that significant P-values are misleading when the magnitude of a between group difference is small relative to within group variation. P-values.pdf was produced by running this code.

credible-intervals.R illustrates how a Bayesian estimate of the difference between the mean of (replicates of) the same populations behaves with respect to coverage (the fraction of replicates in which the 95% credible intervals contain the true difference) and sign (the fraction of time in which the estimate of the difference has the same sign as the true difference). The Bayesian model is implemented in Stan (point.stan).