Invariant P-values for model checking
Michael Evans and Gun Ho Jang
Source: Ann. Statist. Volume 38, Number 1
(2010), 512-525.
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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Permanent link to this document: http://projecteuclid.org/euclid.aos/1262271622
Digital Object Identifier: doi:10.1214/09-AOS727
Zentralblatt MATH identifier: 1181.62030
Mathematical Reviews number (MathSciNet): MR2589329
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