Is the p-value a good measure of evidence? Asymptotic consistency criteria
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 1 as more and more data appear. The p-value is not consistent, while the ratio of likelihoods is. The same holds also with respect to the unconditional consistency criterion.
Year of publication: |
2012
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Authors: | Grendár, M. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 6, p. 1116-1119
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Publisher: |
Elsevier |
Subject: | Statistical evidence | Consistency | Unconditional consistency | p-value | Ratio of likelihoods |
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