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Les P-values comme votes d'experts

Published online by Cambridge University Press:  15 August 2002

Guy Morel
Guy Morel*
Affiliation:
Université de Tours, UFR Arts et Sciences Humaines, 3 rue des Tanneurs, 37041 Tours Cedex, France; e-mail: [email protected]
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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.

Keywords

Théorie de la décisiontestsp-valuesseuils minimum de rejethypothèsesunilatérales et bilatérales.
Type
Research Article
Information
ESAIM: Probability and Statistics , Volume 4 , 2000 , pp. 191 - 204
Copyright
© EDP Sciences, SMAI, 2000

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* Recherche réalisée dans le cadre du LAST et du CNRS UPRES-A 6083 de Tours..