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By employing various empirical estimators for the Mutual Information (MI) measure, we calculate and compare the estimates and their confidence intervals for both normal and non-normal bivariate data samples. We find that certain nonlinear…

Information Theory · Computer Science 2024-10-10 Theo Grigorenko , Leo Grigorenko

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

Population attributable risk (PAR) is used in epidemiology to predict the impact of removing a risk factor from the population. Until recently, no standard approach for calculating confidence intervals or the variance for PAR was available…

Methodology · Statistics 2021-05-28 Sarah Pirikahu , Geoffrey Jones , Martin Hazelton

This short study presents an opportunistic approach to a (more) reliable validation method for prediction uncertainty average calibration. Considering that variance-based calibration metrics (ZMS, NLL, RCE...) are quite sensitive to the…

Machine Learning · Statistics 2024-08-27 Pascal Pernot

We use p-values as a discrepancy criterion for identifying the threshold value at which a regression function takes off from its baseline value -- a problem that is motivated by applications in omics experiments, systems engineering,…

Methodology · Statistics 2010-08-26 Bodhisattva Sen , Moulinath Banerjee , George Michialidis

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

We show that publishing results using the statistical significance filter---publishing only when the p-value is less than 0.05---leads to a vicious cycle of overoptimistic expectation of the replicability of results. First, we show…

Methodology · Statistics 2017-05-16 Shravan Vasishth , Andrew Gelman

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

Reliability is probability of success in a success-failure experiment. Confidence in reliability estimate improves with increasing number of samples. Assurance sets confidence level same as reliability to create one number for easier…

Methodology · Statistics 2023-03-07 Sanjay M. Joshi

When considering many survival models, decisions become more challenging in health economic evaluation. In this paper, we present a set of methods to assist with selecting the most appropriate parametric survival models. The methods…

Methodology · Statistics 2025-10-22 Ben Lee

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

Regression models are essential for a wide range of real-world applications. However, in practice, target values are not always precisely known; instead, they may be represented as intervals of acceptable values. This challenge has led to…

Machine Learning · Computer Science 2025-12-08 Tung L Nguyen , Toby Dylan Hocking

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

The purpose of this paper is to propose methodologies for statistical inference of low-dimensional parameters with high-dimensional data. We focus on constructing confidence intervals for individual coefficients and linear combinations of…

Methodology · Statistics 2012-11-05 Cun-Hui Zhang , Stephanie S. Zhang

I proposed (8, 1, 3) that p values should be supplemented by an estimate of the false positive risk (FPR). FPR was defined as the probability that, if you claim that there is a real effect on the basis of p value from a single unbiased…

Other Statistics · Statistics 2020-08-10 David Colquhoun

Corrected confidence intervals are developed for the mean of the second component of a bivariate normal process when the first component is being monitored sequentially. This is accomplished by constructing a first approximation to a…

Statistics Theory · Mathematics 2007-06-13 R. C. Weng , D. S. Coad

Upper limits and confidence intervals are a convenient way to present experimental results. With modern experiments producing more and more data, it is often necessary to reduce the volume of the results for convenient distribution. A…

General Relativity and Quantum Cosmology · Physics 2024-10-02 Vladimir Dergachev

We consider a linear regression model, with the parameter of interest a specified linear combination of the regression parameter vector. We suppose that, as a first step, a data-based model selection (e.g. by preliminary hypothesis tests or…

Statistics Theory · Mathematics 2011-09-27 Paul Kabaila , Khageswor Giri

Nurses should rely on the best evidence, but tend to struggle with statistics, impeding research integration into clinical practice. Statistical significance, a key concept in classical statistics, and its primary metric, the p-value, are…

Methodology · Statistics 2023-11-27 Christopher Holmberg

We consider reusing established non-probabilistic output analyses (either forward or backwards) that yield over-approximations of a program's pre-image or image relation, e.g., interval analyses. We assume a probability measure over the…

Programming Languages · Computer Science 2020-01-22 Maja Hanne Kirkeby