Invariant P-values for model checking

DOI10.1214/09-AOS727zbMATH Open1181.62030arXiv1001.1886OpenAlexW2144287467MaRDI QIDQ847645FDOQ847645

Authors: Michael Evans, Gun Ho Jang 

Publication date: 19 February 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: $P$-values have been the focus of considerable criticism based on various considerations. Still, the $P$-value represents one of the most commonly used statistical tools. When assessing the suitability of a single hypothesized distribution, it is not clear that there is a better choice for a measure of surprise. This paper is concerned with the definition of appropriate model-based $P$-values for model checking.

Full work available at URL: https://arxiv.org/abs/1001.1886

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zbMATH Keywords

\(P\)-valuesdiscrepancy measures for model checkinginvariance under transformations

Mathematics Subject Classification ID

Parametric inference (62F99)

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Cited In (13)

• Verification, Model Checking, and Abstract Interpretation
• Title not available (Why is that?)
• Approximation of Bayesian predictive \(p\)-values with regression ABC
• Weak informativity and the information in one prior relative to another
• Significance testing with no alternative hypothesis: A measure of surprise
• On \(p\)-values
• A limit result for the prior predictive applied to checking for prior-data conflict
• Discussion of: ``Predictive comparison of joint longitudinal-survival modeling: a case study illustrating competing approaches
• Conflict diagnostics in directed acyclic graphs, with applications in Bayesian evidence synthesis
• Equivalence between the posterior distribution of the likelihood ratio and a \(p\)-value in an invariant frame
• Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors
• Using prior expansions for prior-data conflict checking
• Checking for prior-data conflict using prior-to-posterior divergences

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