English

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

R2 v1 2026-06-28T16:05:38.727Z