On $p$-values

descriptionPublicationkeyboard_double_arrow_right Article , Preprint 01 Jan 2018Embargo end date: 01 Jan 2016Publisher:Statistica Sinica (Institute of Statistical Science)Journal:Statistica Sinica (issn: 1017-0405,

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Authors: Davies, Laurie;

doi: 10.5705/ss.202016.0507 , 10.48550/arxiv.1611.06168

arXiv: 1611.06168

On $p$-values

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Abstract

Models are consistently treated as approximations and all procedures are consistent with this. They do not treat the model as being true. In this context $p$-values are one measure of approximation, a small $p$-value indicating a poor approximation. Approximation regions are defined and distinguished from confidence regions.

20 pages, 5 figures

Keywords

FOS: Computer and information sciences, Statistics - Other Statistics, 62A01, Other Statistics (stat.OT), Mathematik

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