Invariant $P$-values for model checking
Statistics Theory
2010-01-13 v1 Statistics Theory
Abstract
-values have been the focus of considerable criticism based on various considerations. Still, the -value represents one of the most commonly used statistical tools. When assessing the suitability of a single hypothesized distribution, it is not clear that there is a better choice for a measure of surprise. This paper is concerned with the definition of appropriate model-based -values for model checking.
Cite
@article{arxiv.1001.1886,
title = {Invariant $P$-values for model checking},
author = {Michael Evans and Gun Ho Jang},
journal= {arXiv preprint arXiv:1001.1886},
year = {2010}
}
Comments
Published in at http://dx.doi.org/10.1214/09-AOS727 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)