Les p-values comme votes d'experts.
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.
Date of Appearance
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