Invariant P-values for model checking

DOI10.1214/09-AOS727MaRDI QIDQ847645zbMATH OpenOpenAlexFDO

Authors Michael Evans, Gun Ho Jang

Publication date 19 February 2010

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

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Parametric inference (62F99)

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.

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Cited in

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• Verification, Model Checking, and Abstract Interpretation
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• Approximation of Bayesian predictive \(p\)-values with regression ABC
• Weak informativity and the information in one prior relative to another
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• On \(p\)-values
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