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Les P-values comme votes d'experts
Published online by Cambridge University Press: 15 August 2002
Abstract
The p-values are often implicitly used as a measure of evidence for thehypotheses of the tests. This practice has been analyzed with different approaches. It is generallyaccepted for the one-sided hypothesis problem, but it is often criticized for the two-sided hypothesisproblem. We analyze this practice with a new approach to statistical inference. First we select gooddecision rules without using a loss function, we call them experts. Then we define a probabilitydistribution on the space of experts. The measure of evidence for a hypothesis is the inductiveprobability of experts that decide this hypothesis.
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- © EDP Sciences, SMAI, 2000