Frequentist statistics as a theory of inductive inference
Abstract
After some general remarks about the interrelation between philosophical and statistical thinking, the discussion centres largely on significance tests. These are defined as the calculation of $p$-values rather than as formal procedures for ``acceptance'' and ``rejection.'' A number of types of null hypothesis are described and a principle for evidential interpretation set out governing the implications of $p$-values in the specific circumstances of each application, as contrasted with a long-run interpretation. A variety of more complicated situations are discussed in which modification of the simple $p$-value may be essential.
Permanent link to this document: http://projecteuclid.org/euclid.lnms/1196283956
Digital Object Identifier: doi:10.1214/074921706000000400
Institute of Mathematical Statistics Lecture Notes - Monograph Series