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arXiv · 1001.1886

Invariant $P$-values for model checking

Michael Evans·Gun Ho Jang
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Abstract

$P$-values have been the focus of considerable criticism based on various considerations. Still, the $P$-value represents one of the most commonly used statistical tools. When assessing the suitability of a single hypothesized distribution, it is not clear that there is a better choice for a measure of surprise. This paper is concerned with the definition of appropriate model-based $P$-values for model checking.

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Michael Evans, Gun Ho Jang. 2010-01-12. Invariant $P$-values for model checking. https://doi.org/10.1214/09-aos727

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