Which statistical hypotheses are afflicted with false confidence?
Statistics Theory
2024-04-26 v1 Statistics Theory
Abstract
The false confidence theorem establishes that, for any data-driven, precise-probabilistic method for uncertainty quantification, there exists (non-trivial) false hypotheses to which the method tends to assign high confidence. This raises concerns about the reliability of these widely-used methods, and shines new light on the consonant belief function-based methods that are provably immune to false confidence. But an existence result alone is insufficient. Towards a partial answer to the title question, I show that, roughly, complements of convex hypotheses are afflicted by false confidence.
Cite
@article{arxiv.2404.16228,
title = {Which statistical hypotheses are afflicted with false confidence?},
author = {Ryan Martin},
journal= {arXiv preprint arXiv:2404.16228},
year = {2024}
}
Comments
8-page conference paper. Comments welcome at https://researchers.one/articles/24.04.00004