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As a convention, p-value is often computed in frequentist hypothesis testing and compared with the nominal significance level of 0.05 to determine whether or not to reject the null hypothesis. The smaller the p-value, the more significant…

Methodology · Statistics 2020-02-25 Haolun Shi , Guosheng Yin

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

Since its debut in the 18th century, the P-value has been an important part of hypothesis testing-based scientific discoveries. As the statistical engine accelerates, questions are beginning to be raised, asking to what extent scientific…

Two-sided statistical tests and p-values are well defined only when the test statistic in question has a symmetric distribution. A new two-sided p-value called conditional p-value $P_C$ is introduced here. It is closely related to the…

Statistics Theory · Mathematics 2008-10-14 Elena Kulinskaya

P-values are a mainstay in statistics but are often misinterpreted. We propose a new interpretation of p-value as a meaningful plausibility, where this is to be interpreted formally within the inferential model framework. We show that, for…

Statistics Theory · Mathematics 2014-10-28 Ryan Martin , Chuanhai Liu

The p-values are often implicitly used as a measure of evidence for the hypotheses of the tests. This practice has been analyzed with different approaches. It is generally accepted for the one-sided hypothesis problem, but it is often…

Statistics Theory · Mathematics 2007-06-13 Guy Morel

The logical and practical difficulties associated with research interpretation using P values and null hypothesis significance testing have been extensively documented. This paper describes an alternative, likelihood-based approach to…

Methodology · Statistics 2021-09-21 Nicholas Adams , Gerard O'Reilly

The customary use of P-values in scientific research has been attacked as being ill-conceived, and the utility of P-values has been derided. This paper reviews common misconceptions about P-values and their alleged deficits as indices of…

Methodology · Statistics 2013-11-04 Michael J. Lew

Increased availability of data and accessibility of computational tools in recent years have created unprecedented opportunities for scientific research driven by statistical analysis. Inherent limitations of statistics impose constrains on…

Genomics · Quantitative Biology 2016-09-13 Olga A. Vsevolozhskaya , Gabriel Ruiz , Dmitri V. Zaykin

We give a simple statistical proof of a binomial identity, by evaluating the Laplace transform of the maximum of n independent exponential random variables in two different ways. As a by product, we obtain a simple proof of an interesting…

Statistics Theory · Mathematics 2014-08-19 P. Vellaisamy

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

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

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

It is widely acknowledged that the biomedical literature suffer from a surfeit of false positive results. Part of the reason for this is the persistence of the myth that observation of a p value less than 0.05 is sufficient justification to…

Applications · Statistics 2019-03-28 David Colquhoun

We correct a common (but mistaken) attribution of the evaluation of the probability integral, usually attributed to Poisson, Gauss, or Laplace.

History and Overview · Mathematics 2019-10-22 Fausto Di Biase

Starting with a likelihood or preference order on worlds, we extend it to a likelihood ordering on sets of worlds in a natural way, and examine the resulting logic. Lewis (1973) earlier considered such a notion of relative likelihood in the…

Artificial Intelligence · Computer Science 2014-07-29 Joseph Y. Halpern

Significance testing based on p-values has been implicated in the reproducibility crisis in scientific research, with one of the proposals being to eliminate them in favor of Bayesian analyses. Defenders of the p-values have countered that…

Methodology · Statistics 2023-05-02 Christos Argyropoulos , Andy P Grieve

A recurring debate in the philosophy of statistics concerns what, exactly, should count as a measure of evidence for or against a given hypothesis. P-values, likelihood ratios, and Bayes factors all have their defenders. In this paper we…

Methodology · Statistics 2026-03-26 Ben Chugg , Aaditya Ramdas , Peter Grünwald

Clinicians and scientists have traditionally focussed on whether their findings will be replicated and are very familiar with the concept. The probability that a replication study yields an effect with the same sign, or the same statistical…

Applications · Statistics 2025-12-17 Huw Llewelyn

Posterior predictive p-values are a common approach to Bayesian model-checking. This article analyses their frequency behaviour, that is, their distribution when the parameters and the data are drawn from the prior and the model…

Statistics Theory · Mathematics 2015-03-31 Patrick Rubin-Delanchy , Daniel John Lawson
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