On the correct interpretation of p values and the importance of random variables.

The p value is the probability under the null hypothesis of obtaining an experimental result that is at least as extreme as the one that we have actually obtained. That probability plays a crucial role in frequentist statistical inferences. But if we take the word 'extreme' to mean 'improbable', the...

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Publicado en:Synthese Vol. 193; no. 6; pp. 1777 - 1794
Autor principal: Rochefort-Maranda, Guillaume
Formato: Artículo
Publicado: Springer Nature Jun2016
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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        au: Rochefort-Maranda, Guillaume
        affil: Département de mathématiques et de statistique, Université Laval, Pavillon Alexandre-Vachon, 1045 Avenue de la Médecine, bureau 1056 Quebec G1V 0A6 Canada
      su:
        P-value (Statistics)
        Statistical significance
        Random variables
        Probability theory
        Mathematical variables
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          P-value (Statistics)
          Statistical significance
          Random variables
          Probability theory
          Mathematical variables
      keyword:
        Frequentist statistics
        p value
        Theory testing
      ab: The p value is the probability under the null hypothesis of obtaining an experimental result that is at least as extreme as the one that we have actually obtained. That probability plays a crucial role in frequentist statistical inferences. But if we take the word 'extreme' to mean 'improbable', then we can show that this type of inference can be very problematic. In this paper, I argue that it is a mistake to make such an interpretation. Under minimal assumptions about the alternative hypothesis, I explain why 'extreme' means 'outside the most precise predicted range of experimental outcomes for a given upper bound probability of error'. Doing so, I rebut recent formulations of recurrent criticisms against the frequentist approach in statistics and underscore the importance of random variables.
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    language: English
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