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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

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

Good's formula and Fisher's method are frequently used for combining independent P-values. Interestingly, the equivalent of Good's formula already emerged in 1910 and mathematical expressions relevant to even more general situations have…

Statistics Theory · Mathematics 2010-12-01 Gelio Alves , Yi-Kuo Yu

The dual problem of testing the predictive significance of a particular covariate, and identification of the set of relevant covariates is common in applied research and methodological investigations. To study this problem in the context of…

Statistics Theory · Mathematics 2015-06-11 Julian A. A. Collazos , Adriano Z. Zambom

The inferential model (IM) framework produces data-dependent, non-additive degrees of belief about the unknown parameter that are provably valid. The validity property guarantees, among other things, that inference procedures derived from…

Statistics Theory · Mathematics 2021-08-05 Chuanhai Liu , Ryan Martin

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

In the hypothesis testing framework, p-value is often computed to determine rejection of the null hypothesis or not. On the other hand, Bayesian approaches typically compute the posterior probability of the null hypothesis to evaluate its…

Methodology · Statistics 2020-02-26 Guosheng Yin , Haolun Shi

Null hypothesis significance tests and p values are widely used despite very strong arguments against their use in many contexts. Confidence intervals are often recommended as an alternative, but these do not achieve the objective of…

Methodology · Statistics 2014-02-12 Michael Wood

In this study, we propose a two-stage procedure for hypothesis testing, where the first stage is conventional hypothesis testing and the second is an equivalence testing procedure using an introduced Empirical Equivalence Bound. In 2016,…

Methodology · Statistics 2020-01-01 Yi Zhao , Brian S. Caffo , Joshua B. Ewen

We introduce a joint posterior $p$-value, an extension of the posterior predictive $p$-value for multiple test statistics, designed to address limitations of existing Bayesian $p$-values in the setting of continuous model expansion. In…

Methodology · Statistics 2023-12-13 Collin Cademartori

Nonparametric two sample testing deals with the question of consistently deciding if two distributions are different, given samples from both, without making any parametric assumptions about the form of the distributions. The current…

Statistics Theory · Mathematics 2014-11-25 Aaditya Ramdas , Sashank J. Reddi , Barnabas Poczos , Aarti Singh , Larry Wasserman

P-value functions are modern statistical tools that unify effect estimation and hypothesis testing and can provide alternative point and interval estimates compared to standard meta-analysis methods, using any of the many $p$-value…

Methodology · Statistics 2025-02-24 Leonhard Held , Felix Hofmann , Samuel Pawel

We compare the accuracy, precision and reliability of different methods for estimating key system parameters for two-level systems subject to Hamiltonian evolution and decoherence. It is demonstrated that the use of Bayesian modelling and…

Quantum Physics · Physics 2019-10-15 Sophie Schirmer , Frank Langbein

We study the problem of conditional two-sample testing, which aims to determine whether two populations have the same distribution after accounting for confounding factors. This problem commonly arises in various applications, such as…

Machine Learning · Statistics 2026-05-05 Seongchan Lee , Suman Cha , Ilmun Kim

We propose a new statistical hypothesis testing framework which decides visually, using confidence intervals, whether the means of two samples are equal or if one is larger than the other. With our method, the user can at the same time…

Statistics Theory · Mathematics 2025-03-06 Timothée Mathieu

Parameters of sub-populations can be more relevant than super-population ones. For example, a healthcare provider may be interested in the effect of a treatment plan for a specific subset of their patients; policymakers may be concerned…

Methodology · Statistics 2023-03-22 Ying Jin , Dominik Rothenhäusler

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

When writing a constraint program, we have to choose which variables should be the decision variables, and how to represent the constraints on these variables. In many cases, there is considerable choice for the decision variables.…

Artificial Intelligence · Computer Science 2011-07-04 B. Hnich , B. M. Smith , T. Walsh

Estimating the dependences between random variables, and ranking them accordingly, is a prevalent problem in machine learning. Pursuing frequentist and information-theoretic approaches, we first show that the p-value and the mutual…

Machine Learning · Computer Science 2012-07-02 Harald Steck

Probability integral transforms (PITs) and empirical $p$-values are widely used to assess the calibration of predictive distributions. While exact PIT values are uniformly distributed under correct model specification, practical…

Methodology · Statistics 2026-05-18 Jakub Lis