Fundamentals of p-values: Introduction

zbMATH Open1409.68192arXiv1603.03952MaRDI QIDQ4967212

Vladimir Vovk, Yuri Gurevich

Publication date: 3 July 2019

Abstract: We explain the concept of p-values presupposing only rudimentary probability theory. We also use the occasion to introduce the notion of p-function, so that p-values are values of a p-function. The explanation is restricted to the discrete case with no outcomes of zero probability. We are going to address the general case elsewhere.

Full work available at URL: https://arxiv.org/abs/1603.03952

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Foundations and philosophical topics in statistics (62A01) Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87)

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