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A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…

Statistics Theory · Mathematics 2015-06-22 Gabriela Ciuperca , Zahraa Salloum

This short text tried to establish a big picture of what evidential statistics is about and how an ideal inference method should behave. Moreover, by examining shortcomings of some of the currently used methods for measuring evidence and…

Methodology · Statistics 2024-11-28 Mahdi Zamani

Null hypothesis significance testing remains popular despite decades of concern about misuse and misinterpretation. We believe that much of the problem is due to language: significance testing has little to do with other meanings of the…

Other Statistics · Statistics 2018-10-16 Jonathan Dushoff , Morgan P. Kain , Benjamin M. Bolker

As increasingly complex hypothesis-testing scenarios are considered in many scientific fields, analytic derivation of null distributions is often out of reach. To the rescue comes Monte Carlo testing, which may appear deceptively simple: as…

Methodology · Statistics 2015-04-13 Egil Ferkingstad , Lars Holden , Geir Kjetil Sandve

$P$-values that are derived from continuously distributed test statistics are typically uniformly distributed on $(0,1)$ under least favorable parameter configurations (LFCs) in the null hypothesis. Conservativeness of a $p$-value $P$…

Methodology · Statistics 2023-03-13 Daniel Ochieng , Anh-Tuan Hoang , Thorsten Dickhaus

In contrast to its common definition and calculation, interpretation of p-values diverges among statisticians. Since p-value is the basis of various methodologies, this divergence has led to a variety of test methodologies and evaluations…

Methodology · Statistics 2012-12-27 Tomokazu Konishi

When researchers carry out a null hypothesis significance test, it is tempting to assume that a statistically significant result lowers Prob(H0), the probability of the null hypothesis being true. Technically, such a statement is…

Applications · Statistics 2022-04-19 Daniel J. Schad , Shravan Vasishth

Meta-analysis combines results from multiple studies aiming to increase power in finding their common effect. It would typically reject the null hypothesis of no effect if any one of the studies shows strong significance. The partial…

Statistics Theory · Mathematics 2016-12-20 Jingshu Wang , Art B. Owen

External validity is often questionable in empirical research, especially in randomized experiments due to the trade-off between internal validity and external validity. To quantify the robustness of external validity, one must first…

Methodology · Statistics 2022-06-20 Tenglong Li

Likelihood ratio tests are a widely used method in global analyses in particle physics. The computation of the statistical significance (p-value) of these tests is usually done with a simple formula that relies on Wilks' theorem. There are,…

High Energy Physics - Phenomenology · Physics 2013-08-21 Martin Wiebusch

While P-values are widely abused, they are a useful tool for many purposes; banning them is analogous to banning scalpels because most people do not know how to perform surgery. Many reported P-values are not genuine P-values, for a variety…

Other Statistics · Statistics 2022-04-19 Philip B. Stark

A hypothesis testing and an interval estimation are studied for the common mean of several lognormal populations. Two methods are given based on the concept of generalized p-value and generalized confidence interval. These new methods are…

Statistics Theory · Mathematics 2014-05-06 Javad Behboodian , Ali Akbar Jafari

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

The Full Bayesian Significance Test (FBST) for precise hypotheses was presented by Pereira and Stern (1999) as a Bayesian alternative instead of the traditional significance test based on p-value. The FBST uses the evidence in favor of the…

Methodology · Statistics 2018-08-31 Alejandra Estefanía Patiño Hoyos , Victor Fossaluza

A widely used formulation for null hypotheses in the analysis of multivariate $d$-dimensional data is $\mathcal{H}_0: \boldsymbol{H} \boldsymbol{\theta} =\boldsymbol{y}$ with $\boldsymbol{H}$ $\in\mathbb{R}^{m\times d}$,…

Statistics Theory · Mathematics 2023-10-10 Paavo Sattler , Georg Zimmermann

After some general remarks about the interrelation between philosophical and statistical thinking, the discussion centres largely on significance tests. These are defined as the calculation of $p$-values rather than as formal procedures for…

Statistics Theory · Mathematics 2007-06-13 Deborah G. Mayo , D. R. Cox

We examine the role of trustworthiness and trust in statistical inference, arguing that it is the extent of trustworthiness in inferential statistical tools which enables trust in the conclusions. Certain tools, such as the p-value and…

Methodology · Statistics 2021-05-11 David J. Hand

Some large scale inference problems are considered based on using the relative belief ratio as a measure of statistical evidence. This approach is applied to the multiple testing problem. A particular application of this is concerned with…

Statistics Theory · Mathematics 2016-09-22 Michael Evans , Jabed Tomal

We theoretically analyze the problem of testing for $p$-hacking based on distributions of $p$-values across multiple studies. We provide general results for when such distributions have testable restrictions (are non-increasing) under the…

Econometrics · Economics 2022-05-13 Graham Elliott , Nikolay Kudrin , Kaspar Wuthrich

Bayesian hypothesis testing via Bayes factors offers a principled alternative to classical p-value methods in meta-analysis, particularly suited to its cumulative and sequential nature. Unlike commonly reported p-values for standard null…

Methodology · Statistics 2026-04-22 Joris Mulder , Robbie C. M. van Aert