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We introduce the notion of p*-values (p*-variables), which generalizes p-values (p-variables) in several senses. The new notion has four natural interpretations: operational, probabilistic, Bayesian, and frequentist. A main example of a…

Statistics Theory · Mathematics 2022-02-24 Ruodu Wang

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

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

As increasingly complex hypothesis-testing scenarios are considered in many scientific fields, analytic derivation of null distributions is often out of reach. To the rescue comes Monte Carlo testing, which may appear deceptively simple: as…

Methodology · Statistics 2015-04-13 Egil Ferkingstad , Lars Holden , Geir Kjetil Sandve

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

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

Much of science is (rightly or wrongly) driven by hypothesis testing. Even in situations where the hypothesis testing paradigm is correct, the common practice of basing inferences solely on p-values has been under intense criticism for over…

Methodology · Statistics 2015-12-31 M. J. Bayarri , Daniel J. Benjamin , James O. Berger , Thomas M. Sellke

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

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

Replicability is a lynchpin for credible discoveries. The partial conjunction (PC) p-value, which combines individual base p-values from multiple similar studies, can gauge whether a feature of interest exhibits replicated signals across…

Methodology · Statistics 2025-07-29 Ninh Tran , Dennis Leung

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

In covariate-adaptive or response-adaptive randomization, the treatment assignment and outcome can be correlated. Under this situation, re-randomization tests are a straightforward and attractive method to provide valid statistical…

Methodology · Statistics 2023-03-14 Yilong Zhang , Yujie Zhao , Yiwen Luo

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

Permutation tests are widely used for statistical hypothesis testing when the sampling distribution of the test statistic under the null hypothesis is analytically intractable or unreliable due to finite sample sizes. One critical challenge…

Computation · Statistics 2023-08-29 Yang Shi , Huining Kang , Ji-Hyun Lee , Hui Jiang

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 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

Modern social and biomedical scientific publications require the reporting of covariate balance tables with not only covariate means by treatment group but also the associated $p$-values from significance tests of their differences. The…

Methodology · Statistics 2023-06-06 Anqi Zhao , Peng Ding

$\textbf{Motivation:}$ Small $p$-values are often required to be accurately estimated in large-scale genomic studies for the adjustment of multiple hypothesis tests and the ranking of genomic features based on their statistical…

Applications · Statistics 2023-08-29 Yang Shi , Mengqiao Wang , Weiping Shi , Ji-Hyun Lee , Huining Kang , Hui Jiang

This paper introduces an open-ended sequential algorithm for computing the p-value of a test using Monte Carlo simulation. It guarantees that the resampling risk, the probability of a different decision than the one based on the theoretical…

Statistics Theory · Mathematics 2013-07-30 Axel Gandy