ABSTRACT
An example of a hypothesis from the field of epidemiology is estimation of the theoretical relative risk. This is done with the help of the observed relative risk, which is a stochastic variable whose distribution depends on the theoretical relative risk. A common hypothesis is that the theoretical relative risk equals 1, in other words, that there is no association between exposure and disease. For each observation on the stochastic variable, the P-value is the probability of obtaining an outcome which is at least as extreme as the one which is actually observed, provided that the hypothesis is correct. The confidence interval is directly linked to the P-value function. This relation between the confidence interval and the P-value function explains why the confidence interval can be seen as a description of the P-value function. It then demonstrates how the confidence interval can be calculated from the P-value function.
