The p-values are often implicitly used as a measure of evidence for the hypotheses of the tests. This practice has been analyzed with different approaches. It is generally accepted for the one-sided hypothesis problem, but it is often criticized for the two-sided hypothesis problem. We analyze this practice with a new approach to statistical inference. First we select good decision rules without using a loss function, we call them experts. Then we define a probability distribution on the space of experts. The measure of evidence for a hypothesis is the inductive probability of experts that decide this hypothesis.
Publié le : 2000-07-05
Classification:
théorie de la décision,
tests,
p-values,
seuils minimum de rejet,
hypothèses unilatérales et bilatérales,
62A, 62C, 62P,
[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]
@article{hal-00018636,
author = {Morel, Guy},
title = {Les p-values comme votes d'experts.},
journal = {HAL},
volume = {2000},
number = {0},
year = {2000},
language = {fr},
url = {http://dml.mathdoc.fr/item/hal-00018636}
}
Morel, Guy. Les p-values comme votes d'experts.. HAL, Tome 2000 (2000) no. 0, . http://gdmltest.u-ga.fr/item/hal-00018636/