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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

We present the expected values from p-value hacking as a choice of the minimum p-value among $m$ independents tests, which can be considerably lower than the "true" p-value, even with a single trial, owing to the extreme skewness of the…

Applications · Statistics 2018-01-29 Nassim Nicholas Taleb

The usual procedure for estimating the significance of a peak in a power spectrum is to calculate the probability of obtaining that value or a larger value by chance (known as the "p-value"), on the assumption that the time series contains…

High Energy Astrophysical Phenomena · Physics 2009-11-13 P. A. Sturrock , J. D. Scargle

We introduce a method for calculating \(p\)-values to test causal hypotheses in qualitative research \emph{a la} process tracing. As in an experiment, our \(p\)-value tells us how often one would make the same or more compelling…

Methodology · Statistics 2025-08-04 Matias Lopez , Jake Bowers

Two procedures for checking Bayesian models are compared using a simple test problem based on the local Hubble expansion. Over four orders of magnitude, p-values derived from a global goodness-of-fit criterion for posterior probability…

Instrumentation and Methods for Astrophysics · Physics 2018-06-27 Leon B. Lucy

Hypothesis testing in contingency tables is usually based on asymptotic results, thereby restricting its proper use to large samples. To study these tests in small samples, we consider the likelihood ratio test and define an accurate index,…

Methodology · Statistics 2018-10-04 Natalia L. Oliveira , Carlos A. de B. Pereira , Marcio A. Diniz , Adriano Polpo

This article addresses issues of model criticism and model comparison in Bayesian contexts, and focusses on the use of the so-called posterior predictive p-values (ppp values). These involve a general discrepancy or conflict measure and…

Methodology · Statistics 2026-05-26 Nils Lid Hjort , Fredrik A. Dahl , Gunnhildur Högnadóttir Steinbakk

One class of statistical hypothesis testing procedures is the indisputable equivalence tests, whose main objective is to establish practical equivalence rather than the usual statistical significant difference. These hypothesis tests are…

Methodology · Statistics 2024-01-04 Daniel Ochieng

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

Bayes factors for composite hypotheses have difficulty in encoding vague prior knowledge, as improper priors cannot be used and objective priors may be subjectively unreasonable. To address these issues I revisit the posterior Bayes factor,…

Methodology · Statistics 2024-02-29 Frank Dudbridge

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

The high fraction of published results that turn out to be incorrect is a major concern of today's science. This paper contributes to the understanding of this problem in two independent directions. First, Johnson's recent claim that…

Applications · Statistics 2014-11-07 Jean-Christophe Mourrat

$P$-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

Bayesian hypothesis testing is re-examined from the perspective of an a priori assessment of the test statistic distribution under the alternative. By assessing the distribution of an observable test statistic, rather than prior parameter…

Statistics Theory · Mathematics 2018-08-28 Hedibert F. Lopes , Nicholas G. Polson

Multiple testing of a single hypothesis and testing multiple hypotheses are usually done in terms of p-values. In this paper we replace p-values with their natural competitor, e-values, which are closely related to betting, Bayes factors,…

Statistics Theory · Mathematics 2021-10-26 Vladimir Vovk , Ruodu Wang

The one-sided P-value has a long history stretching at least as far back as Laplace (1812) but has in recent times been mostly supplanted by the two-sided P-value. We present justification for a bijective relationship between the one-sided…

Methodology · Statistics 2022-04-07 Nicholas Adams

The American Statistical Association (ASA) statement on statistical significance and P-values \cite{wasserstein2016asa} cautioned statisticians against making scientific decisions solely on the basis of traditional P-values. The statement…

Methodology · Statistics 2024-02-22 Abhisek Chakraborty , Megan H. Murray , Ilya Lipkovich , Yu Du

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…

Computation · Statistics 2014-12-02 Joshua D Habiger

Minimum Bayes factors are commonly used to transform two-sided p-values to lower bounds on the posterior probability of the null hypothesis, as in Pericchi et al. (2017). In this article, we show posterior probabilities of hypothesis by…

Methodology · Statistics 2022-02-15 D. Vélez , L. R. Pericchi , M. E. Pérez

The higher criticism of a family of tests starts with the individual uncorrected p-values of each test. It then requires a procedure for deciding whether the collection of p-values indicates the presence of a real effect and if possible…