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Related papers: Critical Values Robust to P-hacking

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We show that some forms of p-hacking cannot be detected by examining the histogram of t-statistics or their p-values. Even when p-hacking is detectable, standard tests may lack power. We propose a novel test that detects every form of…

Econometrics · Economics 2026-05-14 Stefan Faridani

Most scientific disciplines use significance testing to draw conclusions about experimental or observational data. This classical approach provides a theoretical guarantee for controlling the number of false positives across a set of…

Applications · Statistics 2023-03-06 Stanley E. Lazic

The notion of p-value is a fundamental concept in statistical inference and has been widely used for reporting outcomes of hypothesis tests. However, p-value is often misinterpreted, misused or miscommunicated in practice. Part of the issue…

Methodology · Statistics 2020-02-03 Sifan Liu , Regina Liu , Min-ge Xie

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

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

The validity of classical hypothesis testing requires the significance level $\alpha$ be fixed before any statistical analysis takes place. This is a stringent requirement. For instance, it prohibits updating $\alpha$ during (or after) an…

Statistics Theory · Mathematics 2026-01-21 Ben Chugg , Tyron Lardy , Aaditya Ramdas , Peter Grünwald

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

In many fields of research null hypothesis significance tests and p values are the accepted way of assessing the degree of certainty with which research results can be extrapolated beyond the sample studied. However, there are very serious…

Methodology · Statistics 2020-01-14 Michael Wood

Null hypothesis statistical significance testing (NHST) is the dominant approach for evaluating results from randomized controlled trials. Whereas NHST comes with long-run error rate guarantees, its main inferential tool -- the $p$-value --…

Methodology · Statistics 2022-06-10 František Bartoš , Samuel Pawel , Eric-Jan Wagenmakers

In science, the most widespread statistical quantities are perhaps $p$-values. A typical advice is to reject the null hypothesis $H_0$ if the corresponding p-value is sufficiently small (usually smaller than 0.05). Many criticisms regarding…

Statistics Theory · Mathematics 2013-11-18 Alexandre G. Patriota

Importance sampling is a common technique for Monte Carlo approximation, including Monte Carlo approximation of p-values. Here it is shown that a simple correction of the usual importance sampling p-values creates valid p-values, meaning…

Computation · Statistics 2011-04-12 Matthew T. Harrison

In multiple testing several criteria to control for type I errors exist. The false discovery rate, which evaluates the expected proportion of false discoveries among the rejected null hypotheses, has become the standard approach in this…

Methodology · Statistics 2023-11-03 Jacobo de Uña-Álvarez

Many multiple testing procedures make use of the p-values from the individual pairs of hypothesis tests, and are valid if the p-value statistics are independent and uniformly distributed under the null hypotheses. However, it has recently…

Methodology · Statistics 2011-08-25 Joshua D. Habiger , Edsel A. Pena

$P$-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

A fundamental assumption of classical hypothesis testing is that the significance threshold $\alpha$ is chosen independently from the data. The validity of confidence intervals likewise relies on choosing $\alpha$ beforehand. We point out…

Applications · Statistics 2025-03-11 Jesse Hemerik , Nick W Koning

Researchers often rely on the t-statistic to make inference on parameters in statistical models. It is common practice to obtain critical values by simulation techniques. This paper proposes a novel numerical method to obtain an…

Statistics Theory · Mathematics 2017-08-30 Marcelo J. Moreira , Rafael Mourao

The inflation of Type I error rates is thought to be one of the causes of the replication crisis. Questionable research practices such as p-hacking are thought to inflate Type I error rates above their nominal level, leading to unexpectedly…

Methodology · Statistics 2024-12-31 Mark Rubin

A pervasive issue in statistical hypothesis testing is that the reported $p$-values are biased downward by data "peeking" -- the practice of reporting only progressively extreme values of the test statistic as more data samples are…

Statistics Theory · Mathematics 2020-11-04 Akshay Balsubramani

Publication bias and p-hacking are two well-known phenomena that strongly affect the scientific literature and cause severe problems in meta-analyses. Due to these phenomena, the assumptions of meta-analyses are seriously violated and the…

Methodology · Statistics 2020-02-26 Jonas Moss , Riccardo De Bin

Analysis of credibility is a reverse-Bayes technique that has been proposed by Matthews (2001) to overcome some of the shortcomings of significance tests. A significant result is deemed credible if current knowledge about the effect size is…

Methodology · Statistics 2017-12-11 Leonhard Held