论文标题

使用p* - 值进行测试:p值,中间p值和电子价值之间

Testing with p*-values: Between p-values, mid p-values, and e-values

论文作者

Wang, Ruodu

论文摘要

我们介绍了p* - 值(p* - 变量)的概念,该概念在几种感觉中概括了p值(p值)。新概念具有四种自然解释:操作,概率,贝叶斯和频繁主义者。 p*值的一个主要例子是中间p值,它在存在离散测试统计的情况下会产生。获得了p值,中p值和p*值的统一随机表示,以说明这三个对象之间的关系。我们研究了几种将任意依赖或独立p*值合并为一个p值或p*价值的方法。 P* - 值往返P值和电子价值的可接受校准器是以精美的数学形式获得的,揭示了P*值作为P值和电子价值之间的桥梁的作用。即使人们只对p值,p值或电子价值感兴趣,p*值的概念在许多情况下也会有用。特别是,基于P*值的确定性测试可以应用于改善P值和电子价值的一些经典方法。

We introduce the notion of p*-values (p*-variables), which generalizes p-values (p-variables) in several senses. The new notion has four natural interpretations: operational, probabilistic, Bayesian, and frequentist. A main example of a p*-value is a mid p-value, which arises in the presence of discrete test statistics. A unified stochastic representation for p-values, mid p-values, and p*-values is obtained to illustrate the relationship between the three objects. We study several ways of merging arbitrarily dependent or independent p*-values into one p-value or p*-value. Admissible calibrators of p*-values to and from p-values and e-values are obtained with nice mathematical forms, revealing the role of p*-values as a bridge between p-values and e-values. The notion of p*-values becomes useful in many situations even if one is only interested in p-values, mid p-values, or e-values. In particular, deterministic tests based on p*-values can be applied to improve some classic methods for p-values and e-values.

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