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Hypothesis testing is an essential statistical method in psychology and the cognitive sciences. The problems of traditional null hypothesis significance testing (NHST) have been discussed widely, and among the proposed solutions to the…

Methodology · Statistics 2020-05-28 Riko Kelter

The behaviors of various confidence/credible interval constructions are explored, particularly in the region of low statistics where methods diverge most. We highlight a number of challenges, such as the treatment of nuisance parameters,…

Data Analysis, Statistics and Probability · Physics 2015-02-04 Steven D. Biller , Scott M. Oser

Researchers often misinterpret and misrepresent statistical outputs. This abuse has led to a large literature on modification or replacement of testing thresholds and $P$-values with confidence intervals, Bayes factors, and other devices.…

Methodology · Statistics 2020-10-02 Zad Rafi , Sander Greenland

We consider the problem of interval estimation of the odds ratio. An asymptotic confidence interval is widely applied in medical research. Unfortunately that confidence interval has a poor coverage probability: it is significantly smaller…

Methodology · Statistics 2020-11-19 Zofia Zielińska-Kolasińska , Wojciech Zieliński

Significance tests are probably the most extended form of inference in empirical research, and significance is often interpreted as providing greater informational content than non-significance. In this article we show, however, that…

Other Statistics · Statistics 2018-03-05 Alberto Abadie

In this study, we propose a two-stage procedure for hypothesis testing, where the first stage is conventional hypothesis testing and the second is an equivalence testing procedure using an introduced Empirical Equivalence Bound. In 2016,…

Methodology · Statistics 2020-01-01 Yi Zhao , Brian S. Caffo , Joshua B. Ewen

This chapter demystifies P-values, hypothesis tests and significance tests, and introduces the concepts of local evidence and global error rates. The local evidence is embodied in \textit{this} data and concerns the hypotheses of interest…

Other Statistics · Statistics 2019-10-07 Michael J. Lew

The controversy about statistical significance vs. scientific relevance is more than 100 years old. But still nowadays null hypothesis significance testing is considered as gold standard in many empirical fields from economics and social…

Applications · Statistics 2022-11-23 Uwe Hassler

There are two distinct definitions of 'P-value' for evaluating a proposed hypothesis or model for the process generating an observed dataset. The original definition starts with a measure of the divergence of the dataset from what was…

Other Statistics · Statistics 2023-09-25 Sander Greenland

A fundamental assumption of classical hypothesis testing is that the significance threshold $\alpha$ is chosen independently from the data. The validity of confidence intervals likewise relies on choosing $\alpha$ beforehand. We point out…

Applications · Statistics 2025-03-11 Jesse Hemerik , Nick W Koning

Deciding whether a model provides a good description of data is often based on a goodness-of-fit criterion summarized by a p-value. Although there is considerable confusion concerning the meaning of p-values, leading to their misuse, they…

Data Analysis, Statistics and Probability · Physics 2013-05-29 Frederik Beaujean , Allen Caldwell , Daniel Kollar , Kevin Kroeninger

A standard practice in statistical hypothesis testing is to mention the p-value alongside the accept/reject decision. We show the advantages of mentioning an e-value instead. With p-values, it is not clear how to use an extreme observation…

Methodology · Statistics 2024-04-04 Peter Grünwald

Confidence intervals are central to statistical inference as a tool to evaluate the type I error risk at a given significance level. We devise a method to construct confidence intervals using a single run of a permutation test. This…

Methodology · Statistics 2022-06-22 Niels Lundtorp Olsen

Models are consistently treated as approximations and all procedures are consistent with this. They do not treat the model as being true. In this context $p$-values are one measure of approximation, a small $p$-value indicating a poor…

Other Statistics · Statistics 2016-11-21 Laurie Davies

The purpose of the paper is to provide a new way of seeing the p-value in terms of a fuzzy membership function. According to the ASAs statement, we aim at removing the arbitrary choice of the significance level and at demonstrating that the…

Other Statistics · Statistics 2025-08-12 Piero Quatto

Mathematics is a limited component of solutions to real-world problems, as it expresses only what is expected to be true if all our assumptions are correct, including implicit assumptions that are omnipresent and often incorrect.…

Methodology · Statistics 2023-09-14 Sander Greenland

We explain the concept of p-values presupposing only rudimentary probability theory. We also use the occasion to introduce the notion of p-function, so that p-values are values of a p-function. The explanation is restricted to the discrete…

Statistics Theory · Mathematics 2016-03-15 Yuri Gurevich , Vladimir Vovk

This essay looks at decision-making with interval-valued probability measures. Existing decision methods have either supplemented expected utility methods with additional criteria of optimality, or have attempted to supplement the…

Artificial Intelligence · Computer Science 2013-04-15 Ronald P. Loui

The following proposition is justified from several different points of view. If you use P = 0.05 to suggest that you have made a discovery, you will be wrong at least 30 percent of the time. If, as is often the case, experiments are…

Applications · Statistics 2014-11-21 David Colquhoun

Statistical significance testing is used in natural language processing (NLP) to determine whether the results of a study or experiment are likely to be due to chance or if they reflect a genuine relationship. A key step in significance…

Computation and Language · Computer Science 2024-01-01 Palash Goyal , Qian Hu , Rahul Gupta