Fundamentals of p-values: Introduction

2016/03/12 by Gurevich, Yuri, Vovk, Vladimir
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1603.03952

Abstract

We explain the concept of p-values presupposing only rudimentary probability theory. We also use the occasion to introduce the notion of p-function, so that p-values are values of a p-function. The explanation is restricted to the discrete case with no outcomes of zero probability. We are going to address the general case elsewhere.

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