Related papers: Thou Shalt Not Reject the P-value
The concept of the "statistical significance" of an observation, and how it is used in particle physics experiments is reviewed. More properly known as a "p-value," the statistical foundations for this concept are reviewed from a freqentist…
In an attempt to provide an answer to the increasing criticism against p-values and to bridge the gap between statistical inference and prediction modelling, we introduce the probability of improved prediction (PIP). In general, the PIP is…
In traditional hypothesis testing one must pre-specify the significance level $\alpha$ to bound the `size' of the test: its probability to falsely reject the hypothesis. Indeed, a data-dependent selection of $\alpha$ would generally distort…
\citet{Rosenbaum83ps} introduced the notion of the propensity score and discussed its central role in causal inference with observational studies. Their paper, however, caused a fundamental incoherence with an early paper by…
This paper offers a commentary on the use of notions of statistical significance in choice modelling. We review the reasons for uncertainty in parameter estimates, provide a precise discussion on the computation of measures of uncertainty…
In this paper, we demonstrate that a new measure of evidence we developed called the Dempster-Shafer p-value which allow for insights and interpretations which retain most of the structure of the p-value while covering for some of the…
Testing hypotheses is an issue of primary importance in the scientific research, as well as in many other human activities. Much clarification about it can be achieved if the process of learning from data is framed in a stochastic model of…
This paper seeks to provide a thorough account of the ubiquitous nature of the Bayesian paradigm in modern statistics, data science and artificial intelligence. Once maligned, on the one hand by those who philosophically hated the very idea…
Our interest is whether two binomial parameters differ, which parameter is larger, and by how much. This apparently simple problem was addressed by Fisher in the 1930's, and has been the subject of many review papers since then. Yet there…
Reproducibility is an important feature of science; experiments are retested, and analyses are repeated. Trust in the findings increases when consistent results are achieved. Despite the importance of reproducibility, significant work is…
Forecasting and forecast evaluation are inherently sequential tasks. Predictions are often issued on a regular basis, such as every hour, day, or month, and their quality is monitored continuously. However, the classical statistical tools…
Assessment of replicability is critical to ensure the quality and rigor of scientific research. In this paper, we discuss inference and modeling principles for replicability assessment. Targeting distinct application scenarios, we propose…
Equivalence testing is of emerging importance in genomics studies but has hitherto been little studied in this content. In this paper, we define the notion of equivalence of gene expression and determine a `strength of evidence' measure for…
There is a well-known problem in Null Hypothesis Significance Testing: many statistically significant results fail to replicate in subsequent experiments. We show that this problem arises because standard `point-form null' significance…
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,…
P-hacking poses challenges to traditional hypothesis testing. In this paper, we propose a robust method for the one-sample significance test that can protect against p-hacking from sample manipulation. Precisely, assuming a sequential…
Which type of statistical uncertainty -- statistical (in)significance with a p-value, or a Bayesian probability -- enables people to see the continuous nature of uncertainty more clearly in a policymaking context? An original survey…
This paper re-visits the problem of deciding between two simple hypotheses, the setting considered by Neyman and Pearson in developing their fundamental lemma. It studies the decision process induced by the most powerful test and the…
This essay looks at decision-making with interval-valued probability measures. Existing decision methods have either supplemented expected utility methods with additional criteria of optimality, or have attempted to supplement the…
This paper raises concerns about the advantages of using statistical significance tests in research assessments as has recently been suggested in the debate about proper normalization procedures for citation indicators. Statistical…