Les p-values comme votes d'experts.

Guy Morel (1, 2)

1 LMPT - Laboratoire de Mathématiques et Physique Théorique
2 CITERES - Cités, Territoires, Environnement et Sociétés

The p-values are often implicitly used as a measure of evidence for the hypotheses of the tests. This practice has been analyzed with different approaches. It is generally accepted for the one-sided hypothesis problem, but it is often criticized for the two-sided hypothesis problem. We analyze this practice with a new approach to statistical inference. First we select good decision rules without using a loss function, we call them experts. Then we define a probability distribution on the space of experts. The measure of evidence for a hypothesis is the inductive probability of experts that decide this hypothesis.

Mots clés: théorie de la décision; tests; p-values; seuils minimum de rejet; hypothèses unilatérales et bilatérales

Domaines: Statistiques [math.ST]

Guy Morel. Les p-values comme votes d'experts.. ESAIM: Probability and Statistics, 2000, 4, pp.191-204. ⟨hal-00018636⟩