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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

A pervasive issue in statistical hypothesis testing is that the reported $p$-values are biased downward by data "peeking" -- the practice of reporting only progressively extreme values of the test statistic as more data samples are…

统计理论 · 数学 2020-11-04 Akshay Balsubramani

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

A standard practice in statistical hypothesis testing is to mention the p-value alongside the accept/reject decision. We show the advantages of mentioning an e-value instead. With p-values, it is not clear how to use an extreme observation…

统计方法学 · 统计学 2024-04-04 Peter Grünwald

We explain the concept of p-values presupposing only rudimentary probability theory. We also use the occasion to introduce the notion of p-function, so that p-values are values of a p-function. The explanation is restricted to the discrete…

统计理论 · 数学 2016-03-15 Yuri Gurevich , Vladimir Vovk

Two-sided statistical tests and p-values are well defined only when the test statistic in question has a symmetric distribution. A new two-sided p-value called conditional p-value $P_C$ is introduced here. It is closely related to the…

统计理论 · 数学 2008-10-14 Elena Kulinskaya

This article explains, and discusses the merits of, three approaches for analyzing the certainty with which statistical results can be extrapolated beyond the data gathered. Sometimes it may be possible to use more than one of these…

统计方法学 · 统计学 2016-10-03 Michael Wood

Models are consistently treated as approximations and all procedures are consistent with this. They do not treat the model as being true. In this context $p$-values are one measure of approximation, a small $p$-value indicating a poor…

其他统计学 · 统计学 2016-11-21 Laurie Davies

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…

其他统计学 · 统计学 2017-07-14 Ryan Martin

Analysis of credibility is a reverse-Bayes technique that has been proposed by Matthews (2001) to overcome some of the shortcomings of significance tests. A significant result is deemed credible if current knowledge about the effect size is…

统计方法学 · 统计学 2017-12-11 Leonhard Held

P-values are widely used in both the social and natural sciences to quantify the statistical significance of observed results. The recent surge of big data research has made the p-value an even more popular tool to test the significance of…

应用统计 · 统计学 2023-01-05 Bertie Vidgen , Taha Yasseri

Mathematics is a limited component of solutions to real-world problems, as it expresses only what is expected to be true if all our assumptions are correct, including implicit assumptions that are omnipresent and often incorrect.…

统计方法学 · 统计学 2023-09-14 Sander Greenland

Probability forecasts for binary events play a central role in many applications. Their quality is commonly assessed with proper scoring rules, which assign forecasts a numerical score such that a correct forecast achieves a minimal…

统计方法学 · 统计学 2022-07-04 Alexander Henzi , Johanna F. Ziegel

The mid-p-value is a proposed improvement on the ordinary p-value for the case where the test statistic is partially or completely discrete. In this case, the ordinary p-value is conservative, meaning that its null distribution is larger…

统计理论 · 数学 2017-06-02 Patrick Rubin-Delanchy , Nicholas A. Heard , Daniel John Lawson

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

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

A/B tests are typically analyzed via frequentist p-values and confidence intervals; but these inferences are wholly unreliable if users endogenously choose samples sizes by *continuously monitoring* their tests. We define *always valid*…

统计理论 · 数学 2019-07-18 Ramesh Johari , Leo Pekelis , David J. Walsh

While P-values are widely abused, they are a useful tool for many purposes; banning them is analogous to banning scalpels because most people do not know how to perform surgery. Many reported P-values are not genuine P-values, for a variety…

其他统计学 · 统计学 2022-04-19 Philip B. Stark

The power of multiple testing procedures can be increased by using weighted p-values (Genovese, Roeder and Wasserman 2005). We derive the optimal weights and we show that the power is remarkably robust to misspecification of these weights.…

统计理论 · 数学 2007-06-13 Larry Wasserman , Kathryn Roeder