相关论文: Divergence vs. Decision P-values: A Distinction Wo…
Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…
We introduce a new discrepancy score between two distributions that gives an indication on their similarity. While much research has been done to determine if two samples come from exactly the same distribution, much less research…
Consider a researcher estimating the parameters of a regression function based on data for all 50 states in the United States or on data for all visits to a website. What is the interpretation of the estimated parameters and the standard…
We use p-values to identify the threshold level at which a regression function takes off from its baseline value, a problem motivated by applications in toxicological and pharmacological dose-response studies and environmental statistics.…
This article addresses issues of model criticism and model comparison in Bayesian contexts, and focusses on the use of the so-called posterior predictive p-values (ppp values). These involve a general discrepancy or conflict measure and…
Selective inference is a subfield of statistics that enables valid inference after selection of a data-dependent question. In this paper, we introduce selectively dominant p-values, a class of p-values that allow practitioners to easily…
Verifying that a statistically significant result is scientifically meaningful is not only good scientific practice, it is a natural way to control the Type I error rate. Here we introduce a novel extension of the p-value - a…
Data valuation is a class of techniques for quantitatively assessing the value of data for applications like pricing in data marketplaces. Existing data valuation methods define a value for a discrete dataset. However, in many use cases,…
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…
Nurses should rely on the best evidence, but tend to struggle with statistics, impeding research integration into clinical practice. Statistical significance, a key concept in classical statistics, and its primary metric, the p-value, are…
Null hypothesis significance tests and p values are widely used despite very strong arguments against their use in many contexts. Confidence intervals are often recommended as an alternative, but these do not achieve the objective of…
In the context of supervised parametric models, we introduce the concept of e-values. An e-value is a scalar quantity that represents the proximity of the sampling distribution of parameter estimates in a model trained on a subset 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…
This essay looks at decision-making with interval-valued probability measures. Existing decision methods have either supplemented expected utility methods with additional criteria of optimality, or have attempted to supplement the…
Real-life data are often non-IID due to complex distributions and interactions, and the sensitivity to the distribution of samples can differ among learning models. Accordingly, a key question for any supervised or unsupervised model is…
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 interpretation of the P-value and its monotone transform s=-log2(p), or S-value, remains debated despite decades of dedicated literature. Within the neo-Fisherian framework, these values are often described as indices of…
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…
Positive predictive value and negative predictive value are two widely used parameters to assess the clinical usefulness of a medical diagnostic test. When there are two diagnostic tests, it is recommendable to make a comparative assessment…
Decision making or scientific discovery pipelines such as job hiring and drug discovery often involve multiple stages: before any resource-intensive step, there is often an initial screening that uses predictions from a machine learning…