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Title
Les p-values comme votes d'experts.
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Description
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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Subject
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]
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Journal articles; Mathematics [math]; CNRS - Centre national de la recherche scientifique; CNRS-INSMI - INstitut des Sciences Mathématiques et de leurs Interactions; Laboratoire de Mathématiques et Physique Théorique; Université François Rabelais; Institut Denis Poisson
Source
ISSN: 1292-8100; EISSN: 1262-3318; ESAIM: Probability and Statistics; https://hal.archives-ouvertes.fr/hal-00018636; ESAIM: Probability and Statistics, EDP Sciences, 2000, 4, pp.191-204
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