I know by experience that, when a test does not say what practitioners would like, other tests are tried - like when one goes around looking for someone that finally says one is right.7 Indeed, in the statistics practice there is much freedom and arbitrariness about which test to use and how to use it. This is because hypothesis tests of the so called classical statistics do not follow strictly from probability theory, but are just a collections of ad hoc prescriptions. For this reason I do not want to enter on what CDF finally quotes as p-value (with the only comment that it does not even seem a usual p-value). Let us then just stick to the paper, reporting here the claim, followed by a reminder about what a statistician would understand by that name:
Giulio D'Agostini 2012-01-02