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Les p-values comme votes d'experts

Guy Morel
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Abstract

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.

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Guy Morel. 2006-02-07. Les p-values comme votes d'experts. https://arxiv.org/abs/math/0602121

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