Is the p-value a good measure of evidence? Asymptotic consistency criteria

DOI10.1016/J.SPL.2012.02.018MaRDI QIDQ426698zbMATHOpenAlexFDO

Authors M. Grendár

Publication date 11 June 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1111.4821

zbMATH Keywords

statistical evidenceratio of likelihoodsunconditional consistency

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01)

Abstract: What are the criteria that a measure of statistical evidence should satisfy? It is argued that a measure of evidence should be consistent. Consistency is an asymptotic criterion: the probability that if a measure of evidence in data strongly testifies against a hypothesis H, then H is indeed not true, should go to one, as more and more data appear. The p-value is not consistent, while the ratio of likelihoods is.

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Cited in

(6)

• Consistency of \(p\)-values obtained by averaging over nuisance parameters
• Critique of p‐Values
• Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors
• Pseudo-likelihood, explanatory power, and Bayes's theorem [Comment on: ``A likelihood paradigm for clinical trials]
• Maximum probability/entropy translating of contiguous categorical observations into frequencies
• A classical measure of evidence for general null hypotheses

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