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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

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

Significance testing based on p-values has been implicated in the reproducibility crisis in scientific research, with one of the proposals being to eliminate them in favor of Bayesian analyses. Defenders of the p-values have countered that…

Methodology · Statistics 2023-05-02 Christos Argyropoulos , Andy P Grieve

Many adaptive monitoring schemes adjust the required evidence toward a hypothesis to control Type I error. This shifts focus away from determining scientific relevance with an uncompromised degree of evidence. We propose sequentially…

Methodology · Statistics 2022-04-25 Jonathan J. Chipman , Robert A. Greevy , Lindsay Mayberry , Jeffrey D. Blume

Assigning significance in high-dimensional regression is challenging. Most computationally efficient selection algorithms cannot guard against inclusion of noise variables. Asymptotically valid p-values are not available. An exception is a…

Methodology · Statistics 2009-06-12 Nicolai Meinshausen , Lukas Meier , Peter Bühlmann

Several scientific fields including psychology are undergoing a replication crisis. There are many reasons for this problem, one of which is a misuse of p-values. There are several alternatives to p-values, and in this paper we describe a…

Methodology · Statistics 2020-10-05 Brian D. Segal

We discuss systematically two versions of confidence regions: those based on p-values and those based on e-values, a recent alternative to p-values. Both versions can be applied to multiple hypothesis testing, and in this paper we are…

Statistics Theory · Mathematics 2024-03-05 Vladimir Vovk , Ruodu Wang

This article explains, and discusses the merits of, three approaches for analyzing the certainty with which statistical results can be extrapolated beyond the data gathered. Sometimes it may be possible to use more than one of these…

Methodology · Statistics 2016-10-03 Michael Wood

A new standard is proposed for the evidential assessment of replication studies. The approach combines a specific reverse-Bayes technique with prior-predictive tail probabilities to define replication success. The method gives rise to a…

Methodology · Statistics 2022-11-08 Leonhard Held

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

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

The p-values are often implicitly used as a measure of evidence for the hypotheses of the tests. This practice has been analyzed with different approaches. It is generally accepted for the one-sided hypothesis problem, but it is often…

Statistics Theory · Mathematics 2007-06-13 Guy Morel

Probability forecasts for binary events play a central role in many applications. Their quality is commonly assessed with proper scoring rules, which assign forecasts a numerical score such that a correct forecast achieves a minimal…

Methodology · Statistics 2022-07-04 Alexander Henzi , Johanna F. Ziegel

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

Analysis of credibility is a reverse-Bayes technique that has been proposed by Matthews (2001) to overcome some of the shortcomings of significance tests. A significant result is deemed credible if current knowledge about the effect size is…

Methodology · Statistics 2017-12-11 Leonhard Held

Many multiple testing procedures make use of the p-values from the individual pairs of hypothesis tests, and are valid if the p-value statistics are independent and uniformly distributed under the null hypotheses. However, it has recently…

Methodology · Statistics 2011-08-25 Joshua D. Habiger , Edsel A. Pena

We propose a method for constructing p-values for general hypotheses in a high-dimensional linear model. The hypotheses can be local for testing a single regression parameter or they may be more global involving several up to all…

Methodology · Statistics 2013-10-14 Peter Bühlmann

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

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

p-hacking occurs when researchers conduct multiple significance tests (e.g., p1;H0,1 and p2;H0,2) and then selectively report tests that yield desirable (usually significant) results (e.g., p2 < 0.05;H0,2) without correcting for multiple…

Other Statistics · Statistics 2026-05-22 Mark Rubin