相关论文: Comment on Glenn Shafer's "Testing by betting"
This note reanalyzes Cox's idealized example of testing with data splitting using e-values (Shafer's betting scores). Cox's exciting finding was that the method of data splitting, while allowing flexible data analysis, achieves quite high…
Shafer (2021) offers a betting perspective on statistical testing which may be useful for foundational debates, given that disputes over such testing continue to be intense. To be helpful for researchers, however, this perspective will need…
An informal and elementary introduction to probability scoring and forecast verification and improvement, slightly extended from Significance 22:3(2025)16, which might be useful for less mathematical readers as a prologue to the classic…
This note proposes a procedure for enhancing the quality of probabilistic prediction algorithms via betting against their predictions. It is inspired by the success of the conformal test martingales that have been developed recently.
Introductory statistical inference texts and courses treat the point estimation, hypothesis testing, and interval estimation problems separately, with primary emphasis on large-sample approximations. Here I present an alternative approach…
The established language for statistical testing --- significance levels, power, and p-values --- is overly complicated and deceptively conclusive. Even teachers of statistics and scientists who use statistics misinterpret the results of…
This chapter demystifies P-values, hypothesis tests and significance tests, and introduces the concepts of local evidence and global error rates. The local evidence is embodied in \textit{this} data and concerns the hypotheses of interest…
There are at least two ways to interpret numerical degrees of belief in terms of betting: (1) you can offer to bet at the odds defined by the degrees of belief, or (2) you can judge that a strategy for taking advantage of such betting…
When interpreting A/B tests, we typically focus only on the statistically significant results and take them by face value. This practice, termed post-selection inference in the statistical literature, may negatively affect both point…
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…
Multiple testing of a single hypothesis and testing multiple hypotheses are usually done in terms of p-values. In this paper we replace p-values with their natural competitor, e-values, which are closely related to betting, Bayes factors,…
A quantitative method is described for comparing chess openings. Test openings and baseline openings are run through chess engines under controlled conditions and compared to evaluate the effectiveness of the test openings. The results are…
Comment on Article by Ferreira and Gamerman [arXiv:1509.03410].
Comment on Article by Ferreira and Gamerman [arXiv:1509.03410].
A method is presented for evaluating authors on the basis of citations. It assigns to each author a citation score which depends upon the number of times he is cited, and upon the scores of the citers. The scores are found to be the…
Comment on ``Lancaster Probabilities and Gibbs Sampling'' [arXiv:0808.3852]
In this paper we put forward the viewpoint that the notion of stress testing financial institutions and engineered systems can also be made viable appropos the stress testing an individual's strength of conviction in a probability…
We respond to comments on our paper, titled "Instrumental variable estimation of the causal hazard ratio."
Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…
This paper considers the use of observed and predicted match statistics as inputs to forecasts of the outcomes of football matches. It is shown that, were it possible to know the match statistics in advance, highly informative forecasts of…