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Related papers: A Short Note on P-Value Hacking

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A flourishing empirical literature investigates the prevalence of $p$-hacking based on the distribution of $p$-values across studies. Interpreting results in this literature requires a careful understanding of the power of methods for…

Econometrics · Economics 2025-08-12 Graham Elliott , Nikolay Kudrin , Kaspar Wüthrich

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

In meta analysis, multiple hypothesis testing and many other methods, p-values are utilized as inputs and assumed to be uniformly distributed over the unit interval under the null hypotheses. If data used to generate p-values have discrete…

Methodology · Statistics 2026-02-24 Joshua Habiger , Pratyaydipta Rudra

Increased availability of data and accessibility of computational tools in recent years have created unprecedented opportunities for scientific research driven by statistical analysis. Inherent limitations of statistics impose constrains on…

Genomics · Quantitative Biology 2016-09-13 Olga A. Vsevolozhskaya , Gabriel Ruiz , Dmitri V. Zaykin

Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…

Statistics Theory · Mathematics 2021-08-06 Yanbo Tang , Radu Craiu , Lei Sun

The mid-p-value is a proposed improvement on the ordinary p-value for the case where the test statistic is partially or completely discrete. In this case, the ordinary p-value is conservative, meaning that its null distribution is larger…

Statistics Theory · Mathematics 2017-06-02 Patrick Rubin-Delanchy , Nicholas A. Heard , Daniel John Lawson

P-hacking is prevalent in reality but absent from classical hypothesis testing theory. As a consequence, significant results are much more common than they are supposed to be when the null hypothesis is in fact true. In this paper, we build…

Econometrics · Economics 2024-05-09 Adam McCloskey , Pascal Michaillat

The notion of p-value is a fundamental concept in statistical inference and has been widely used for reporting outcomes of hypothesis tests. However, p-value is often misinterpreted, misused or miscommunicated in practice. Part of the issue…

Methodology · Statistics 2020-02-03 Sifan Liu , Regina Liu , Min-ge Xie

The classical theory for the meta-analysis of $p$-values is based on the assumption that if the overall null hypothesis is true, then all $p$-values used in a chosen combined test statistic are genuine, i.e., are observations from…

Computation · Statistics 2024-10-08 Rui Santos , M. Fátima Brilhante , Sandra Mendonça

Permutation tests are amongst the most commonly used statistical tools in modern genomic research, a process by which p-values are attached to a test statistic by randomly permuting the sample or gene labels. Yet permutation p-values…

Applications · Statistics 2016-03-21 Belinda Phipson , Gordon K. Smyth

A pervasive issue in statistical hypothesis testing is that the reported $p$-values are biased downward by data "peeking" -- the practice of reporting only progressively extreme values of the test statistic as more data samples are…

Statistics Theory · Mathematics 2020-11-04 Akshay Balsubramani

We are concerned with testing replicability hypotheses for many endpoints simultaneously. This constitutes a multiple test problem with composite null hypotheses. Traditional $p$-values, which are computed under least favourable parameter…

Methodology · Statistics 2020-02-26 Anh-Tuan Hoang , Thorsten Dickhaus

Posterior predictive p-values are a common approach to Bayesian model-checking. This article analyses their frequency behaviour, that is, their distribution when the parameters and the data are drawn from the prior and the model…

Statistics Theory · Mathematics 2015-03-31 Patrick Rubin-Delanchy , Daniel John Lawson

Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…

Methodology · Statistics 2024-09-05 F. Richard Guo , Rajen D. Shah

$P$-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

We show that some forms of p-hacking cannot be detected by examining the histogram of t-statistics or their p-values. Even when p-hacking is detectable, standard tests may lack power. We propose a novel test that detects every form of…

Econometrics · Economics 2026-05-14 Stefan Faridani

$P$-values have been the focus of considerable criticism based on various considerations. Still, the $P$-value represents one of the most commonly used statistical tools. When assessing the suitability of a single hypothesized distribution,…

Statistics Theory · Mathematics 2010-01-13 Michael Evans , Gun Ho Jang

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…

Methodology · Statistics 2019-12-12 Peter D. Hoff

As a convention, p-value is often computed in frequentist hypothesis testing and compared with the nominal significance level of 0.05 to determine whether or not to reject the null hypothesis. The smaller the p-value, the more significant…

Methodology · Statistics 2020-02-25 Haolun Shi , Guosheng Yin

P-hacking poses challenges to traditional hypothesis testing. In this paper, we propose a robust method for the one-sample significance test that can protect against p-hacking from sample manipulation. Precisely, assuming a sequential…

Statistics Theory · Mathematics 2025-02-18 Xifeng Li , Shuzhen Yang , Jianfeng Yao
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