On Tail Probabilities of Test Statistics
Published Date: October 1, 1988
Reported tail probabilities of test statistics are based on the assumption that the method is applied to all samples from the population. This assumption is incorrect when data analysts test the underlying assumption, e.g., symmetry, and refrain from using the method if the assumption is rejected. Hence the standard tables are invalid. This is illustrated by generating samples from a Cauchy distribution.
