Am J Epidemiol. 2021 Feb 1;190(2):191-193. doi: 10.1093/aje/kwaa136.


Measures of information and surprise, such as the Shannon information value (S value), quantify the signal present in a stream of noisy data. We illustrate the use of such information measures in the context of interpreting P values as compatibility indices. S values help communicate the limited information supplied by conventional statistics and cast a critical light on cutoffs used to judge and construct those statistics. Misinterpretations of statistics may be reduced by interpreting P values and interval estimates using compatibility concepts and S values instead of "significance" and "confidence."

Keywords: P value; S value; compatibility; confidence intervals; information; random error; significance tests; statistical inference.

Publication types

  • Research Support, N.I.H., Extramural

MeSH terms

  • Confidence Intervals
  • Data Interpretation, Statistical*
  • Epidemiologic Methods*
  • Humans
  • Uncertainty