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We shall show in this paper that there are experiments which are Bernoulli trials with success probability p > 0.5, and which have the curious feature that it is possible to correctly predict the outcome with probability > p.

其他统计学 · 统计学 2018-01-09 James D. Stein

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…

统计方法学 · 统计学 2020-02-25 Haolun Shi , Guosheng Yin

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…

统计方法学 · 统计学 2021-09-21 Nicholas Adams , Gerard O'Reilly

Hypothesis testing in contingency tables is usually based on asymptotic results, thereby restricting its proper use to large samples. To study these tests in small samples, we consider the likelihood ratio test and define an accurate index,…

统计方法学 · 统计学 2018-10-04 Natalia L. Oliveira , Carlos A. de B. Pereira , Marcio A. Diniz , Adriano Polpo

The standard textbook method for estimating the probability of a biased coin from finite tosses implicitly assumes the sample sizes are large and gives incorrect results for small samples. We describe the exact solution, which is correct…

分布式、并行与集群计算 · 计算机科学 2011-05-11 Norman D. Megill , Mladen Pavicic

Likelihood-based methods of statistical inference provide a useful general methodology that is appealing, as a straightforward asymptotic theory can be applied for their implementation. It is important to assess the relationships between…

统计理论 · 数学 2015-03-20 Thomas J. DiCiccio , Todd A. Kuffner , G. Alastair Young , Russell Zaretzki

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…

统计方法学 · 统计学 2020-02-26 Guosheng Yin , Haolun Shi

While useful probability bounds for $n$ pairwise independent Bernoulli random variables adding up to at least an integer $k$ have been proposed in the literature, none of these bounds are tight in general. In this paper, we provide several…

最优化与控制 · 数学 2022-11-24 Arjun Ramachandra , Karthik Natarajan

Recent likelihood theory produces $p$-values that have remarkable accuracy and wide applicability. The calculations use familiar tools such as maximum likelihood values (MLEs), observed information and parameter rescaling. The usual…

统计方法学 · 统计学 2008-02-08 M. Bédard , D. A. S. Fraser , A. Wong

Large-scale multiple testing problems require the simultaneous assessment of many p-values. This paper compares several methods to assess the evidence in multiple binomial counts of p-values: the maximum of the binomial counts after…

统计方法学 · 统计学 2014-02-26 Guenther Walther

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…

统计方法学 · 统计学 2026-03-26 Ben Chugg , Aaditya Ramdas , Peter Grünwald

In contrast to its common definition and calculation, interpretation of p-values diverges among statisticians. Since p-value is the basis of various methodologies, this divergence has led to a variety of test methodologies and evaluations…

统计方法学 · 统计学 2012-12-27 Tomokazu Konishi

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…

统计方法学 · 统计学 2014-02-12 Michael Wood

In many fields of research null hypothesis significance tests and p values are the accepted way of assessing the degree of certainty with which research results can be extrapolated beyond the sample studied. However, there are very serious…

统计方法学 · 统计学 2020-01-14 Michael Wood

A model of Poissonian observation having a jump (change-point) in the intensity function is considered. Two cases are studied. The first one corresponds to the situation when the jump size converges to a non-zero limit, while in the second…

统计理论 · 数学 2015-02-25 Serguei Dachian , Lin Yang

Let $b(x)$ be the probability that a sum of independent Bernoulli random variables with parameters $p_1, p_2, p_3, \ldots \in [0,1)$ equals $x$, where $\lambda := p_1 + p_2 + p_3 + \cdots$ is finite. We prove two inequalities for the…

统计理论 · 数学 2020-07-24 Lutz Duembgen , Jon A. Wellner

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…

统计理论 · 数学 2021-08-06 Yanbo Tang , Radu Craiu , Lei Sun

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…

统计理论 · 数学 2014-10-28 Ryan Martin , Chuanhai Liu

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…

统计方法学 · 统计学 2015-12-31 M. J. Bayarri , Daniel J. Benjamin , James O. Berger , Thomas M. Sellke

Likelihood ratio tests are a widely used method in global analyses in particle physics. The computation of the statistical significance (p-value) of these tests is usually done with a simple formula that relies on Wilks' theorem. There are,…

高能物理 - 唯象学 · 物理学 2013-08-21 Martin Wiebusch
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