Why are p-Values Controversial?

被引:26
作者
Kuffner, Todd A. [1 ]
Walker, Stephen G. [2 ]
机构
[1] Washington Univ, Dept Math, St Louis, MO 63130 USA
[2] Univ Texas Austin, Dept Math, Austin, TX 78712 USA
关键词
Decision rule; Sufficient statistic; Type I error;
D O I
10.1080/00031305.2016.1277161
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
While it is often argued that a p-value is a probability; see Wasserstein and Lazar, we argue that a p-value is not defined as a probability. A p-value is a bijection of the sufficient statistic for a given test which maps to the same scale as the Type I error probability. As such, the use of p-values in a test should be no more a source of controversy than the use of a sufficient statistic. It is demonstrated that there is, in fact, no ambiguity about what a p-value is, contrary to what has been claimed in recent public debates in the applied statistics community. We give a simple example to illustrate that rejecting the use of p-values in testing for a normal mean parameter is conceptually no different from rejecting the use of a sample mean. The p-value is innocent; the problem arises from its misuse and misinterpretation. The way that p-values have been informally defined and interpreted appears to have led to tremendous confusion and controversy regarding their place in statistical analysis.
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页码:1 / 3
页数:3
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