Related papers: A note on p-values interpreted as plausibilities
Evaluating the joint significance of covariates is of fundamental importance in a wide range of applications. To this end, p-values are frequently employed and produced by algorithms that are powered by classical large-sample asymptotic…
The limitation of permutation tests is that they assume exchangeability. It is shown that in generalized linear models one can construct permutation tests from score statistics in particular cases. When under the null hypothesis the…
This paper examines the foundational concept of random variables in probability theory and statistical inference, demonstrating that their mathematical definition requires no reference to randomization or hypothetical repeated sampling. We…
Penalized regression models such as the Lasso have proved useful for variable selection in many fields - especially for situations with high-dimensional data where the numbers of predictors far exceeds the number of observations. These…
Admitting a non-trivial $p$-henselian valuation is a weaker assumption on a field than admitting a non-trivial henselian valuation. Unlike henselianity, $p$-henselianity is an elementary property in the language of rings. We are interested…
Data valuation has become an increasingly significant discipline in data science due to the economic value of data. In the context of machine learning (ML), data valuation methods aim to equitably measure the contribution of each data point…
With the adoption of machine learning-based solutions in routine clinical practice, the need for reliable interpretability tools has become pressing. Shapley values provide local explanations. The method gained popularity in recent years.…
Forecasting and forecast evaluation are inherently sequential tasks. Predictions are often issued on a regular basis, such as every hour, day, or month, and their quality is monitored continuously. However, the classical statistical tools…
Prediction-powered inference is a framework for performing valid statistical inference when an experimental dataset is supplemented with predictions from a machine-learning system. The framework yields simple algorithms for computing…
This article develops $p$-values for evaluating means of normal populations that make use of indirect or prior information. A $p$-value of this type is based on a biased test statistic that is optimal on average with respect to a…
The randomized $p$-value, (nonrandomized) mid-$p$-value and abstract randomized $p$-value have all been recommended for testing a null hypothesis whenever the test statistic has a discrete distribution. This paper provides a unifying…
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…
Two-sided statistical tests and p-values are well defined only when the test statistic in question has a symmetric distribution. A new two-sided p-value called conditional p-value $P_C$ is introduced here. It is closely related to the…
Inferential challenges that arise when data are censored have been extensively studied under the classical frameworks. In this paper, we provide an alternative generalized inferential model approach whose output is a data-dependent…
Prediction of future observations is an important and challenging problem. The two mainstream approaches for quantifying prediction uncertainty use prediction regions and predictive distributions, respectively, with the latter believed to…
A definition for the statistical significance of a signal in an experiment is proposed by establishing a correlation between the observed p-value and the normal distribution integral probability, which is suitable for both counting…
Research in Sports Sciences is supported often by inferences based on the declaration of the value of the statistic statistically significant or nonsignificant on the bases of a P value derived from a null-hypothesis test. Taking into…
I present a critique of the methods used in a typical paper. This leads to three broad conclusions about the conventional use of statistical methods. First, results are often reported in an unnecessarily obscure manner. Second, the null…
A new formulation for the proportion of true null hypotheses $(\pi_0)$, based on the sum of all $p$-values and the average of expected $p$-value under the false null hypotheses has been proposed in the current work. This formulation of the…
All scientific interpretations of statistical outputs depend on background (auxiliary) assumptions that are rarely delineated or explicitly interrogated. These include not only the usual modeling assumptions, but also deeper assumptions…