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February 2010 Invariant P-values for model checking
Michael Evans, Gun Ho Jang
Ann. Statist. 38(1): 512-525 (February 2010). DOI: 10.1214/09-AOS727

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. "Invariant P-values for model checking." Ann. Statist. 38 (1) 512 - 525, February 2010. https://doi.org/10.1214/09-AOS727

Information

Published: February 2010
First available in Project Euclid: 31 December 2009

zbMATH: 1181.62030
MathSciNet: MR2589329
Digital Object Identifier: 10.1214/09-AOS727

Subjects:
Primary: 62F99

Rights: Copyright © 2010 Institute of Mathematical Statistics

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Vol.38 • No. 1 • February 2010
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